Could also be a bad coolant tank or tank hose, only leaks under pressure. The seat in the tank for the cap could also have some crud under it or be cracked or scratched.
I'd have said coolant tank cap but yours is new -- it is an MB cap, right, not an aftermarket?
1972 220D ?? miles
1988 300E 200,012
1987 300D Turbo killed 9/25/07, 275,000 miles
1985 Volvo 740 GLE Turobodiesel 218,000
1972 280 SE 4.5 165, 000 - It runs!