It was some kind of fuel filter...part number 202-470-15-59...
They didn't tell me what was wrong. They replaced it with one from a car on their lot and it solved the problem, so they swapped the old one back in and ordered the new filter for me. They told me it can be damaged by being punctured (stones or driving over something...) or by topping off the gas tank (the extra gas fills into this filter).
Actually the dealership didn't tell me this, it was the technician from Mercedes Benz Canada that explained it to me, after I had made a request for Mercedes to cover some of the cost. They said that it was a wear and tear item... and so was my blower motor that went at approximately the same time! ($700 later!!) Thus, no help...
Mercedes are fun to drive but expensive to own!