As has been suggested, use all new wiring to start with. Press the roller up by hand and slightly wiggle it to make sure neither the roller, or the solder tab with the wire touches the frame or the axle. Having two tenders with the same problem is odd. A few questions:
1- Do you have any other post-war tenders on your layout that work properly?
2- When you stop moving the tenders does the short go away, or do the whistles still try to blow?
With the shells off, wedge a thin piece of cardboard or a few folds of paper into the relay to keep the contacts from closing. Be careful not to bend the thin contacts. Try moving the tender again and see if the short still occurs. If the short is still there, either the wiring from the roller to the relay is shorting, or (I doubt this) there is a slight DC voltage on the track that is trying to pull in the relay.
Do not oil any pickup rollers, as the oil will attract dirt an act as an electrical insulator. Get a can of tuner cleaner from your local Radio Shack (if they still have any!), or any other mild aerosol solvent (not WD-40) and spray the roller and the rivet it spins on to clean it of any dirt buildup.
Let us know how you make out.