BSS138 levelshifter draws 35-40mA current when one side is grounded?
If you are correct that shorting either side to ground draws 40mA then your part number is wrong or the parts are damaged (gate shorted). No incorrect pinout can give those exact symptoms. 

However, it's more likely that you got the pinout wrong and just one being shorted to ground draws the 40mA. 

Take a part you've used and measure the resistance (on the diode range of your multimeter) from gate to drain and gate to source, and see if you get any continuity at all. There should be nothing (open circuit). Short gate to source with a bit of wire and measure drain to source and source  to drain. You should get conductivity in one  direction (usually the meter will show 500-700) and no conductivity in the other  (open circuit). See the below pinout from the datasheet. 

If it passes the above four tests, then chances are the part is okay.