Mine rolls a little in 'P' too- I was a bit freaked out untill I read it's normal on Mercs.
When you learn to drive in the uk, you are taught to use the parking/emergency/handbrake at stops longer than a few seconds- so if someone bumps you from behind and your foot slips off the pedal you still have the emergency brake on.
Also, with most cars being manual, control using the clutch and handbrake is one of the main things you have to master.
I make it a habit to use the parking brake and put the car into N at any long stops now. This of course is probably force of habit tho...
