Personally I would go back to the dealer and demand for the to either.
1. Figure out the problem, fix it and deduct the amount of money you spent on useless parts they recommended to be replaced from te your new invoice.
2. Find your old caps and rotors and give you back your money, because obviously your old ones were good.
At least you wont be out a few hundred dollars for parts you never needed. I would take it to the highest Mercedes Authorities, someone must realize they made a mistake.
94 E500 Sport
2002 BMW M3 Coupe 6 Speed.
92 500E Black Pearl, Black.
18" 2 Piece AMG
Crossed Drilled Rotors.