Both the Sheetmetal heat shields and the pistons have a particular orientation. There is some threads that have diagrams from the manual on them.
I go by 300Dman over on benzworld.org
I have ATE calipers front and rear.
I can't remember if they are front or rear calipers in the picture. But you can see there is a raised portion of the piston that goes in a specific direction as well as the heat shield. You should photograph or mark the orientation of those before you start.
https://www.benzworld.org/threads/rebuilding-brake-caliper.1996825/
Bendix caliper boots and pistons are installed slightly differently from the ATE ones.
People have also said rear rebuilt calipers are coming without heat shields and some rebuild kits for the rears don't have heat shields.
ATE caliper dust boot too large?