Compression test can't hurt and while you have the plugs out, look at them and see if they are oily. If you see any that are oily, black oily, make note what hole they came out of.
Shouldn't be on a fresh rebuild. If you find one or two oily plugs, then yhou have found the bad cylinders.
If it used lots of oil before tghe rebuild there may be some residual oil in the exhaust system and it may be burning it out.
