Power Supply Design Help- failure at higher currents
Because you are using a bridge rectifier, the current is only present during a portion of the sine wave, when the capacitor voltage is lower than the peak input voltage from the bridge:

As you can see from the graph, the current is only present a fraction of the total time, charging the capacitors at a high rate.  During the remaining time, the current for your load comes from the capacitors discharging.  However, the average input current must equal the output current so the instantaneous current spike (black) can be many times higher than the average load current.  Your devices "try" to absorb power when the current exceeds a certain value by becoming more resistive, and thus heat up and limit the output.

Good luck!