Hello goffe,
I believe PaulK is right about a faulty ground. Hot wire shorts burn and blow fuses. Are both headlights affected or is it just one? With new wiring you would think that all should be fine, but anything is possible. If able, try and do a continuity check of all wires with a meter to locate bad wire while moving conduit around. Someone should know how a tight connection is made where the conduit joins to the headlight bucket. If left loose and the wires are not protected near conduit ends, there may be sharp edges and possibility of cut wires. Just a guess.