My bulkhead was leaking when I first set up my new tank the other day. I don't know if your having the same issue I had, but the gasket was not centered properly on the topside of the bulkhead. It was spraying water everywhere.
I just loosened it, re-centered it and it's fine now.
Could also be a particle of something wedged in there as someone else said.
I had an overflow box that had gaskets smooth on one side and ribbed on the other. If I had it upside down, it leaked.
Just a few more ideas for you. Hope you figure it out.