I do, I think it helps the gasket to seat properly. I haven't read anywhere that you should do this, it just seems like a good idea. If anyone is aware of a reason not to, please tell us about it.

J. M. van Swaay

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1994 E320 Wagon, 230,000 miles
1995 E320 Sedan, 106,000 miles
1994 E500 Sedan, 79,000 miles