I've done a number of calipers over the years, including several on my MBs. Not a real problem if you follow the instructions properly.
The only real problems are getting stuck pistons out of calipers and failing to re-assemble cleanly. Very difficult to get them together wrong!
Note that running rotors under minimum thickness will cause ATE calipers to stick -- the top of the pad will hit the retaining spring and cock the piston. You will have to tap it back toward the bottom of the caliper to get it out.
I recommend using a pair of screwdrivers to pry the pistons out rather than using air. You can also use the brake pedal to push them out if you use a clamp of some kind to hold the opposite one in. This is best for a stuck one as air pressure can cause the stuck piston to blow out at high speed -- very dangerous.
Any corrosion or crud you can't clean off with brake parts cleaner condems the caliper. Dont use abrasives of any kind, and this includes scotchbrite, on caliper bores or pistons. You will only cause leaks or sticking pistons.
And check that the brake lines aren't acting as valves and holding pressure in the caliper -- if the brakes drag and are released by opening the bleeder valve, replace the rubber brake lines on both sides.
1972 220D ?? miles
1988 300E 200,012
1987 300D Turbo killed 9/25/07, 275,000 miles
1985 Volvo 740 GLE Turobodiesel 218,000
1972 280 SE 4.5 165, 000 - It runs!