So, to be clear you are grounding one side of the balanced side of the balun. Not the shield of the coax or unbalanced side of the balun. In other words, you are trying to use a balun like an unun.
My recommendation, without a terminating resistor, you are probably sending a lot of power to ground. Your best bet, get a purpose built unun. Or, just try a different antenna. Multi-element, multi-band dipoles, sometimes somewhat incorrectly called fan dipoles, are very easy to build.