the rear wheel bearing should have a few thousandths play like any wheel bearing like 3 or so. As for it loosening up make sure u hit it with punch so it doesnt move. If you dont hit it with a punch it will loosen up when u drive. make sure the races are fully pressed in too.

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1986 300SDL, 211K,Dealership serviced its whole life
1991 190E 2.6(120k)
1983 300D(300k)
1977 300D(211k)