I've never had this problem up until now, I guess it happened roughly the same time I swapped string gauges, I'm definately sticking with these. Basically the Floyd Rose is perfectly parallel with the body of the guitar, also perfectly in tune. I then lock it at the top, play for it a bit and as soon as I touch the whammy bar, it goes out of tune in the direction I use it. It goes out by roughly a quarter step.

Anyone have any ideas on why this is happening?

The obvious answer to me would be that the top locks aren't tight enough or the new string gauge has meant they can't grip the strings enough.. But that's based on very little knowledge.
But like I said before, I've never stretched my previous strings and I never had this problem.
my guess would be that when changing strings, you didn't lock em tight enough at the bridge, if that happens one (or more) string(s) get pulled out slowly bit by bit when u use your whammy,

the first thing i'd do is release tention on the strings, pull them out of the bridge one by one and putting them back in and make sure they're locked

Stop highlighting my signature!!