Had a problem with my old Mk3 GL which did this but I agree with the others as it sounds too coincidental that it happened after changing back to shocks.
I changed top mounts and bearings, bottom ball joints and wishbones. Turned out to be the driveshaft! Strange one but was cured after replacing it.
Would check the springs are seating correctly, maybe get someone to turn the steering whilst you have a look to see whats going on if you haven't already?