I have experienced this with my Saab. These cars seem to be very sensitive to things such as wheel balance and uneven braking. After getting the shakes via the steering wheel when braking, I checked runout of the front rotors and it was less than 0.002" which should be ok. However the surface of the rotors had different colors around them, with imprints of the pads, probably caused by stopping after getting them hot and then keeping the brakes on. If you search on this forum there are references to running the brakes in so that the braking material transfers evenly to the rotor at the beginning of their life. There is a definite technique to doing this without getting uneven pad contact. If this is done unevely, such as the way my rotors were, I don't think any amount of harsh use will change that. I ended up putting the rotors on a lathe and grinding the surfaces until the discoloration was removed. The shakes were considerably reduced after refitting them even though the runout was the same. However, I ended up putting new rotors on the front to try to eliminate the shaking during braking, but it never went away completely.
A few months after replacing the front rotors, the shakes were starting to get on my nerves and I was very surprised to find it was due to the REAR brakes which had bad rusting/flaking of the inside rotor surfaces (which couldn't be easily seen without removing them. Turns out the caliper inner pistons had seized. Replacing the rear rotors and calipers eliminated the steering wheel shakes completely. I can only surmise that the pressure pulsations created in the rear wheel cylinders due to uneven braking were fed through to the front circuit which in turn affected the front brakes and hence the steering!