Use blue thread locking compound on the caliper bolts.

Sounds like you have uncoated rotors - follow Frank's and Brembo's advice to remove the light oil film.

You need a dial indicator to check run-out. Not a dial caliper ;)

Lot's of links on net on how to use and you can buy a cheap and adequate one at HF. You also need the magnetic base that they sell separately.

https://www.youtube.com/watch?v=6SbWB2CNqio

If you buy high quality rotors you shouldn't need to check the run out with a dial indicator. Out of the box they should be true and straight. If they are not, return them immediately and buy genuine MB rotors.

Typically you get what you pay for. You cannot purchase a MB vehicle for the cost of a VW.

Hopefully the Brembos he has are of good quality.

They should be! Besides, run out is not only to do with rotor quality. It is also affected by installation. Cleaning up the hub surfaces, properly torqueing stud bolts, wheel bearings, etc.

Shops don't often check runout, but it is so cheap and easy to do, why not!

How do I remove front disc retainer springs?
 

With the 2 pins punched out the spring clip has to come out by itself, might just need a light tap due to the rust.

Manually spread the top end of the calipers or pry up on the spring. It's loose already.

"How do I remove front disc retainer springs?" That is the pad retainer.

It is stuck between the pads, because the pads are completely worn out, and the tops of the backing plates have been forced against the retainer spring by the pistons, which are stuck in the caliper bores, preventing their retraction.
Get a prying tool under the spring, use excessive force, and pop it out.

Yes.

And it is the pistons that are against the pads.

They have threadlocker on them. A little heat will help soften that. I used one of those small pencil butane torches to heat the bolt head and that helped. Can't really recall, but I think I have used a piece of pipe to get extra leverage on some brake jobs. (maybe impact gun on others - but is there access)