I had exactly the same problem last week with my 126. The roof would open fine, but not close all the way without some coaxing. I lubed the rails/guides with sunroof paste and it helped slightly, but the problem still largely existed.
I took it to the dealer and they ended up needing to replace the entire sunroof assembly and cable. Some part of it was bent and the cable was binding. Not a cheap endeavor. All in all, it was around $8xx for parts and $7xx labor...I don't have an exact number yet as they are still waiting on a part. It will be between $1500 and $1600.
Sold: 1987 MB 300SDL, 320k miles, Astral Silver, Blue Leather, all books and records from day one.
Totalled: 1998 VW Jetta TDI, 488k miles, Classic Green/Gray Leather, loaded, E-Codes, "Slightly" modded, "Slightly" faster than stock, arrived 11/07/1997.
MBCA Member, Chicago Region