I have had a Pershing since they first came out and never had a problem with the roadwhells like you. Yes it sounds like the bearings are the problem, there have been some similar reports to yours and the leaky bearings were the cause. I am not saying you should only use the bushings that came with the tank, but obviously not the brand you bought again. Perhaps some of the others can advise on good brands to get. I stayed with the stock bushings and as I said, no probs with them. I have never heard about any rumor that Tamiya grease could cause your problem, so I can't discount the possibility that it caused your problem although it should not be necessary to grease bearings anyway. In any case I don't even lubricate my bushings as grease can assist in accumulating 'crud', they work fine without grease.
Hope this helps, sorry to hear about your bad luck.
Do you run your tanks with the Singapore Club?