It could be the torque converter clutch dragging/being slow to let go when coming to a stop....but based on the varying speeds it can happen I'd suspect brake rotors

Also not feeling it in the steering wheel doesn't seem to mean anything on the GLK....I had a similar issue a while back and it was warped front rotors with only 7k miles on them, replaced them again and its been perfect ever since. The shudder on mine was in the body/whole car, next to nothing in the steering.

Has this vehicle had the transmission fluid/filter serviced at regular intervals (no more than 60k miles)?

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