I worked on a '02 CLK with a busted off retaining screw. As has been said this is not a critical part, but you might want to have it based on your personal preference. This was not the worst problem however, all 4 dust caps had been left off the caliper pin slide tubes. And the owner assured me that the brakes had previously been done by the local Mercedes dealer....... sad.

Anyway, I went to drill out the remainder of the screw in the hole. I had the hub off since I was doing the bearings also. I know I had a right hand drill bit, but I don't remember if I was drilling from the front or back of the hub. Anyway, the screw spun right out easily. It was actually loose. So the question is then, how do you break off a screw that is not seized? My guess is the mechanic had his impact set the wrong direction and snapped it off. Maybe he does them all that way and leaves all the caps off to help the pads wear faster... The caliper brackets hadn't been cleaned at all either. I remember being to this dealer and marveling at how clean their shop floor is (they have a big window you can see it through). Now I know why it is so clean!

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1998 C230 330,000 miles (currently dead of second failed EIS, yours will fail too, turning you into the dealer's personal human cash machine)
1988 F150 144,000 miles (leaks all the colors of the rainbow)
Previous stars: 1981 Brava 210,000 miles, 1978 128 150,000 miles, 1977 B200 Van 175,000 miles, 1972 Vega (great, if rusty, car), 1972 Celica, 1986.5 Supra