Two ways this an be happening. First is from expanding water, where the expanding water is pushed back towards the accumulator / expansion tank.
Second way is if the water heater is below the faucets. Then you can get gravity circulation / thermal siphon in either the hot or cold water lines. This as hot water is less dense then cold water and will tend to rise in either the cold or hot system (or both) depending on configuration of the tank and piping.
For the first a check valve will stop the back flow. However if a check valve is added then you need a thermal expansion tank (same think as an accumulator) installed after the Check valve or your T&P relief will pop off during every heating
If you have a accumulator on the hot water system already, it may be water logged and may need to be drained and re pressurized.
For the second a check valve or heat trap (a u bend about 12" high) will prevent thermal siphon.