Sounds kind of like a bad wheel bearing (or maybe a bad brake rotor, but that would get a lot worse when you use the brakes).

It sounds like a loose nut behind the wheel:p

Its a bit difficult to describe. When it happens it feels as if the wheel is crooked and it jerks the car side to side until I turn it away slightly from the full turn position.

Could be a bad Hub assembly. It shouldn't be bad, may have been tire rub at full turn, but you said it does it going strait too.

Unless somethings rubbing it inside the wheel well, its a bearing.. Our cars use a sealed hub assembly, when it goes it really goes.

-You already ck the lug nuts
-Check the Caliper Bolts
-Check the pads, make sure there not worn out
-Check for clearance in the wheel well, make sure nothing rubbing

If all is good, jack up the wheel that you feel the grind on. Then grab the rim with both hands. Try to make it shift back and forth. If it does and you feel a good size pop its the sealed bearing. Spinning the wheel wont help ID it when there is no wait on the tire.

Hope this helps..

Nissan OEM 370Z Front Wheel Bearing Hub Assembly - performance parts

It doesn't happen when it goes straight. Last time I had this happen to me was on the cobra I had after I put wider wheels on the front but it wasn't this bad. The Z is certified pre-owned. Do you guys think the dealership will look at it. I have only had it for less than 2 months.

I'm hoping it is just tire rub because it does only happen in full turn position in either direction. I will wait till daytime to see the inside of the tire if there are any marks.

If it's only happening at lock, then it's probably just the tires doing what tires do. I'd still get someone to check it out.

Im gonna call the dealership tomorrow to to see if they will look at it.Thanks guys.

Pulling out may have been wheel rub, but if its jerky when driving forward and drifts on you it may just be an alignment.

When the tires are super cold they will basically skip at full lock. I bet there is nothing wrong with your car. When I got my car late winter last year I was like WTF is that???!!! Come to find out they are just skipping due to being cold, once warmed up they wont do that. But if it is truely "grinding" as in your description then that is a different story. But the other description of being on rocks and jerking then that sounds like cold skipping tires.

I didnt know of this cold skipping deal. I think it might just be that. I am going to drive it around tomorrow and let it warm up then try to do a sharp turn again. Hopefully thats the situation. Ill update once I do that. Thanks again.

Yeah try it again, drive for a while to really get them warm since the roads are so cold right now. Then pull in a parking lot and try replicating the feeling. I doubt it will happen. Then when you get home where it seems to be doing it, ie: right when you go to leave since the tires are ice cold, try again when warm in the exact same spot. Again I dont think it will do it. Then update us.

I was having the same problem with mine, But i did notice it only happened when it was reall cold out

Tire noise from the cold weather
 

Does your tires make a weird frozen noise (hard to describe) like its frozen when you turn your steering wheel too much either to the left or right? It seems to happen when the car is sitting outside for awhile in the freezing temperatures (~20F). I'm turning out of a parking lot and I hear a "clunk clunk clunk."

Yeah i call it the fred flinstone mobile