The steering box play adjuster spins clockwise to increase play and counterclockwise to reduce play. If you did not know this, you may have made things worse with your adjustment. I think you're looking for no more than an inch of play at the circumference of the steering wheel. If you go too thin on the play, you'll eat up the innards of the box in no time. It's normal to have more play when the wheels aren't pointed dead ahead.

Check also that the bolts holding the steergin box to the frame are properly tightened. This gets into a sticky area because MB uses encapsulated bolts (bolts with baked on Loktite) that should not be reused.

Sixto
95 S420
87 300SDL