I did a diesel purge to my 300D last summer, and I only replaced the plastic inline filter (which needed to be replaced anyway) The main spin on filter (still rather new at the time) was perfectly fine, until I replaced it last week.

If you havent changed the filters in a long time, I would go ahead and replace them after doing the purge. If you have rather new filters, I would only replace the plastic inline filter.

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1983 Mercedes 300D
Atlanta, GA