In general, the Diesel has good low end torque compared to the gas versions, and this is good for snow conditions, especially getting going from a stop in tough conditions. Start in second gear and really let the engine lug (almost stall) until it gets going. The only real extra challenge a Diesel poses is when you lift off the throttle to slow down, the higher compression ratio leads to greater compression braking of the rear wheels only. And that can inspire the rear end to pass the front in low traction conditions. Get used to stepping on the clutch early and avoid engine braking in bad conditions.
I actually like the W201 chassis performance in snow, although my experience is with the 190E 2.3-16, which has a limited slip differential. But it also comes with wider tires, which can cause serious degradation of performance on snow. A little extra weight at the forward end of the trunk as noted above, and the tire size the car calls for as well as a good all season or winter tread design/rubber compound and you should do better than average, especially for rear wheel drive vehicles.
Good luck, Jim
1986 Euro 190E 2.3-16 (291,000 miles),
1998 E300D TurboDiesel, 231,000 miles -purchased with 45,000,
1988 300E 5-speed 252,000 miles,
1983 240D 4-speed, purchased w/136,000, now with 222,000 miles.
2009 ML320CDI Bluetec, 89,000 miles
1971 220D (250,000 miles plus, sold to father-in-law),
1975 240D (245,000 miles - died of body rot),
1991 350SD (176,560 miles, weakest Benz I have owned),
1999 C230 Sport (45,400 miles),
1982 240D (321,000 miles, put to sleep)