I ran into the same problem with my first MB brake job. It took me by surprise since I've done lots of brake jobs on many other cars.

The trick is to remove as much dirt as you can in the pad mounting surfaces of the caliper. Use a wire brush and remove all of it, it gets packed in there tight in the corners. This properly seat the pads and give you the extra clearance you need to mount the caliper/pad assembly over the rotor. The MB design doesn't give hardly any extra room between the pads and rotor - it has to be perfect.

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95 E320 Cabriolet, 169K