The piston doesn't spin when you work the brakes.
This is the auto-adjust mechanism for the handbrake. There's a cam that turns a funky nut-thing inside the caliper, to apply the handbrake. So that part ratchets out each time you use the brake. You can't ratchet IT back in, so you spin the piston itself. Clockwise, like you're screwing it in.
Clean off the piston & the rubber dust boot really good. Then when you spin the piston, make sure the dust boot slides. If the boot sticks, it's gonna wrinkle & tear. Then you'll get to learn how to take the calipers completely apart...
If you screw the pistons in too far, then you have to apply the handbrake up & down a couple hundred times to let this mechanism take up the slack. That's why you only turn them far enough to fit together. You'll still have to exercise the handbrake to let the adjuster catch up.