When braking at high speeds I get a steering wheel shake. If I slam hard I get no shake.

Things I have checked: Rotors and Pads are aftermarket and both in excellent condition. I had these checked at the dealership.

What else should I check?

I only get this at speeds over 30mph also.

 

Did the dealership do a run out on the rotors to check for warping? Also did they check for other possible causes like maybe Tie Rod ends. Or did just visually inspect pads and rotors and claimed everything was fine? Visual inspection won't do. You need to do a run out with a Micrometer.