A bit of drag on new brakes is normal, if its signifagant drag, check the caliper pins and bolts for grooving or ware, use some white lithium grease on the caliper pins. You can also get a can of disk brake quite and spray that on the back of the pads and toss the factory anti squeel plates, they do have a bit of spring to them (by designe)that tends to cause most normal drag. The spray works very well, usally two or three coats is fine. You should not need to bleed but if its never been done maybe give it a crack or two, you dont need a pump, just pull and hold the brake lever
(having a buddy helps) and then crack the bleeder on the caliper open then close before its done spurting, any air is usally noticable in the first crack as a spiting sound. Air in the line often results in a spongy feel to the beginning of the brake pull. I often purposly bleed air into my street bike rear calipers to give better modulation and keep them from locking up with a panic stab. You should not need to clean or replace the pistons, or dust covers unless the dust covers are ripped or your bike has been underwater for a few days
. Good luck,
Agian, I would not be concerned with a bit of drag, its normal, tossing the stock anti squeel plates is the easiest way to keep them from dragging if it bothers you.