Well, if the new pads aren't bedded in properly they could squeal. I always take it for at least four 50-0mph hard stops (like almost ABS inducing stops). Don't sit long when you stop and run it again. Yes, the pads will smoke and you will likely smell them burning. Normal. Once the hard stops are over I take it for a normal drive and let the pads/rotors cool down on their own, making sure I don't have to sit at a full stop for a bit. Once this is done the pad will have a good transfer of material to the fresh rotors and should be good to go.

I dogged the sh*t out of the Impala pads/rotors when I installed them on the GP. I brought that thing back to the driveway and it still smelled, lol.. Brakes work great and still stop on a dime. Have yet to have ABS kick in on dry pavement. Once these are done I'll go with the R1 stuff.

If they had to heat a caliper to get it to compress then something is wrong. My gut says replace that caliper AND the brake hose going to it. You have to bleed the system anyway after the caliper change so you may as well replace the 11 year old brake hose that is likely factory still. In fact I'd be inclined to replace both the rear hoses while you're there. What color is the fluid in the master cylinder?