Oil in the intake is normal. There was even a Mercedes service bulletin about that. It's a combination of some oil coming past the turbo seals, and also the crankcase ventilation. The valve cover on the OM60x has a spring-loaded baffle inside that shuts off venting until pressure reaches a certain level, so you won't necessarily get any blowby from the breather hole - pop the oil fill cap if you want to see what blowby is like (but that's messy). You'll always have some oil in the intake tract though, it doesn't hurt anything - just kill the EGR so the oil doesn't mix with soot and form that layer of sludge!
