The SLK & other "Kompressor" engined cars have problems with vacuum in the morning..Possibly a PCV valve problem OR just the fact that the Kompressor is acting as a air pump & the engine isn't making any vacuum until it shuts off.

Some of the later Kompressor SLK's used an electric vacuum pump to help solve that problem.

I would start with a new PCV valve & cleaning of the oil separator.

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