Depends on the vehicle. With my 420 I don't really need to check it between the 5k changes, it burns none and loses none. My 300SD I check around once a month, as it leaks some (minimal, less than 1 qt per 5,000 miles) My 601 I check around every 2,000 miles or so....it doesn't seem to lose/burn much of anything either. Wifes TDI can go 10k without needing to be touched.

Brother's E320 is tight as a drum too, he's put 3k on it since buying it and the oil level is unchanged and its transparent clean. Amazing. We decided in a 7-8k change for his.

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-diesel is not just a fuel, its a way of life-
'15 GLK250 Bluetec 118k - mine - (OC-123,800)
'17 Metris(VITO!) - 37k - wifes (OC-41k)
'09 Sprinter 3500 Winnebago View - 62k (OC - 67k)
'13 ML350 Bluetec - 95k - dad's (OC-98k)
'01 SL500 - 103k(km) - dad's (OC-110,000km)
'16 E400 4matic Sedan - 148k - Brothers (OC-155k)