Not really a concern, in my opinion. The warnings to cool down the turbo really only apply to older gasoline engines. The turbos in those engines ran at high enough temperatures that a quick shutdown - which stops the flow of oil which cool & lubricates the bearings - could "coke" the oil. Essentially, the oil got cooked - it was overheated.

This is very unlikely to happen in your diesel. The temperature of exhaust gasses in a diesel engine is much lower than in a gasoline engine. Hence it is difficult to get the turbo hot enough to cause such a problem. Perhaps if you are driving the tar out of the car and then immediately pull over and shut it down. But just cruising along the freeway or running around town - no cooldown needed. By the time you pull into a parking spot, that's all the cooldown it needs.

One thing you can and should do to insure a long turbo life is use a synthetic motor oil. Mercedes is requiring such for the extended oil drain intervals on this car anyways.