You have a latching relay (contactor) with a latch and an unlatch coil.
Two things will make any coil burn up.
1. Power to it for too long as DNKL states. Latching coils are designed for intermittant duty operation. Make sure the power to the coil drops out after it's energized.
2. Power to it without the contactor fully engaging, will cause the coil to draw the inrush current for an extended amount of time - not good. Generally caused by mechanical wear of the mechanism, contactor isn't fully pulling in.
Measure the coil current. Take your amprobe, wrap 10 wraps of wire around it, put it in series with the coil and energize the coil under load. Divide the measure by ten and compare the current to the book value.
As a well-maybe, coils do have polarity. Might double check the install. That is either flip it around, or reverse the wires?