Shimano pedal overtightening

I don't know if this might help.

https://www.parktool.com/blog/repair-help/spd-pedal-overhaul

I had problems getting enough torque on the locknut on one of my shimano cage pedals many years ago (DX I believe) and I had to buy the odd little tool.

I got some XT cage pedals for the good bike, and they had the removable axle/spindle and that made things much easier.

Whenever my cup and cones have tightened themselves it's generally because I have not managed to put enough ooompf into tightening the cone and locknut against each other.  Good Luck.

Of course I have stripped threads on wheel spindles giving it too much. Grrr.

The simplest explanation is likely to be that you did not tighten the locknut enough to actually lock it against the cone and the axle.
I'd try again - and be quite firm.

I did mine recently to remove some play. You'll need a 10mm and 7mm spanner to adjust the bearing correctly (if they're 105s or Ultegra - I assume the rest are the same)... I used a ring spanner for the 10mm nut which adjusts the tension / play, and an open spanner for the 7mm which is the lock-nut.  Assuming you cleaned everything out and replaced the grease.  Otherwise, it's a bit trial and error as the tolerances are quite small, but loosen the 7mm lock-nut, loosen the 10mm a fraction - tighten the lock nut - and then re-assemble. Had to do mine two or three times...it's very fiddly!  I did it without a vice - which probably explains the trial and error.  It would be easier with a vice...