15W-40 is a bit too thick in the winter where you are. I would suggest 10W-40 or even 5W-40 for Nov - March. The 5W-40 is going to be synthetic.

This will cause some controversy. On my 1997 E320 (same engine as yours), I uses 1 gallon of 15W-40 (I love these universal oil for both diesel and gasoline engines) and then about 3 quarts of synthetic 10W-30 or 5W-30. The purists will yield but I know my engine is not going to fail because I use this brew.