You need to be careful when adjusting the steering box.
It's easy to get too aggressive and overdo the adjustment.

When that happens, you get binding and a failure to return to center after turning.
The fact that it has zero play makes suspicious that a hack has been working on this car.

You can loosen the hold down nut and turn the allen head adjustment screw clockwise slightly, and see if that helps.
I just performed this adjustment on my 85 300TD this week, and it does not take much movement of the allen adjuster to make a significant improvement.
The trick is not completely remove all play, leave just a little, and the box will not bind.

You will not get the same result as installing a new box (BTDT), but it does help quite a bit.

Jim

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14 E250 BlueTEC black. 45k miles
95 E320 Cabriolet Emerald green 66k miles
94 E320 Cabriolet Emerald green 152k miles
85 300TD 4 spd man, euro bumpers and lights, 15" Pentas dark blue 274k miles