I took a picture of both sides last night:
http://i328.photobucket.com/albums/l355/iaacek/DSC02887_zps0m8jds6q.jpg
http://i328.photobucket.com/albums/l355/iaacek/DSC02894_zps0yvzfjkf.jpg
I tried to take it at a maximum angle so it's really obvious. When I put my fingers there, I think it's about 3mm gap. Can anyone check theirs please? I'm still wondering whether I assembled it incorrectly but it's 4 pieces (hub, shaft, backing plate and the HBA), I don't really see how. Anyway, I'll be checking it today. Since it has been apart and I've put anti-sieze on everything, it'll be 30 minutes to get it apart and back together, maybe I'll find something...
I'll be definitely returning the noisy bearing. But I need to get a new one first and then send the noisy one back, the car is my daily driver. Just thinking whether I should try a different brand, like Moog or SKF.