My E320 CDi Wagon has done 38k of fairly heavy driving.

My rotors are still as smooth as when they came from the factory.

Has your dealer been using the correct pads ??
This is not as silly as it sounds as a subsitute would yeild a greater profit and is not unknown.

One other point. Have you run them on much after the "Change Pads" light came on.
Once you get groves in the rotors it goes from bad to worst very quickly.

Regards

Mike