I'm pretty sure the 5W-40 Truck & SUV oil is a better choice for any diesel. I wouldn't treat the MB specs as if they were written in stone, but it's your call.

Does the CDI not even have an oil drain plug?

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2004 VW Jetta TDI (manual)

Past MB's: '96 E300D, '83 240D, '82 300D, '87 300D, '87 420SEL