It is not recommended to turn MB rotors, but some do. I turned a pair that were nearly new, but had been "glazed" by some EBC Green Kevlar pads I tried. They lived out the rest of their service just fine!

If your rotors are new, why not return them as defective?

I hold high hopes that you will find some debris behind one of the rotors.

This is uncommon, but if a wheel bearing is very loose it can make the wheels shake when braking, but you would have had that going on before you replaced the rotors. When I have a front wheel off the ground I always try to rock it from top to bottom. If it rocks freely there is a problem; check the wheel bearing, and ball joint. If it rocks side to side there is slack in the tie rods.

I'm sure you will find the problem. There aren't many things that can cause this!

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02 S500
92 500SL
92 400E (Sold)
87 300E (Sold)
83 300D Turbo (Sold)
75 300D (Sold)
74 240D (Sold after 20 years)