If you manged to replace the rotors w/o unhooking the calipers - no.
NO!!!!!
after changing rotors
You need to bleed the system.
Possible wrong rotors???
When rotors need to be changed usually the pads have worn down. It is always a good idea to change pads when changing rotors.
Bleed the master cylinder.& then rebleed the system.
If you're only changing the pads, no. You only need to bleed if the hydraulic system was opened or if you wish to flush/change the brake fluid.
More than likely an airlock in the cooling system, bleed the system and should be fixed.
There is a legal minimum thickness for all rotors.
Some as the pads and rotors break in but it shouldn't be excessive.
If rotors are smooth and shiny, they are good. If still not certain, ask at brake shop.
I would guess to bleed out the air in the system when you fill it after loosing fluid or after changing or flushing the system.