I think that "break in" is very close to something of the past, especially in a new Benz engine. The fabulous materials, precision machining and everything else is so far superior to engines of even twenty years ago, that there's not much of a need for a "break in" period. If you're one to abuse an engine, you might hold off for the first thousand miles or so before abusing it. If you drive an engine with care, no lugging or overspeeding, just drive the thing.
Had I not been buried in everything else at the time, I would have probably driven my C Class home and put Mobil One in it right away. I didn't have a chance for about 4,000 miles. Oh well....... From now on, it will get some fresh Mobil One about every 5,000 miles, with a hot, overnight drain when I do it, and a topsider when the dealer does it. Actually my friend, who is my dealer tech, told me he would drain it out the bottom for me if I wanted him to. I kind of doubt that he'll drain it overnight though. I'm not worried though, he can topside it, and I will still have a thorough, hot, overnight drain every other time.
Changing oil early on the first change is a great idea because there will be a small amount of microscopic particulate and even lint from rags.
The reference to "break in" oil is another thing that is probably as attainable as a Model T ignition coil. It may be out there some where, but I doubt anyone could locate it.
I expect that it is not uncommon at all to see crosshatch on the cylinder wall of a 150,000 mile MB engine. Take care of it, don't abuse it and enjoy it.
Have a great day,