The W124 floating caliper does use shims, e.g. if you buy autozone pads you will see it comes with sheet metal clipped on its back, that is the shim. I however used the box of textars I had in my parts bin
my car had super sharp literally razor thin shims 4 per pad - annoying as heck, cut up my mechanix gloves
I simply used one shim per pad with antisieze as antisqueal.