Being a new engine, this is the most important time in its working life.

I know Mercedes, and many others, send cars from the factory with a high quality Mobil 1 fully synthetic oil, and even Mobil says that using their synthetics from new is fine and that resistance to break-in from using synthetics is only a myth. Probably true in a gasoline powered vehicle, but not diesel.

If it were an engine I had re-built for example, and a synthetic wasnt required, I would run a good brand of mineral or semi synthetic 10w-40 or 15w-40 for a few thousand miles, and run it hard. If you dont run it hard, you could end up glazing the bores, and it could breath and use more oil than normal.

Glazing occurs when cylinder temps and pressures drop to the point where the fuel doesnt burn completely, and so, ends up on the cylinder walls on its way past the rings. It also occurs when injectors arnt spraying, rather leaking. An engine is glazed when the rough hone marks have been ereased from the cylinders and so a proper seal cannot be made.

I dont want to worry you for no reason. The injection pressures of a CDI are so high, its unlikely that any fuel would be un-burnt, just dont idle it often when warm; 15 / 30 seconds to let the temps of the head and turbo cool just a little after a 'full load run'.

There are engines which can never be without a synthetic oil. One I know well is the VW 'PD' diesels, which uses engine oil in the cylinder head, under compression from the cam shaft running on a plunger, to create the very high injection pressure (29,000 psi). They must use 'PD' engine oil, which is only produced in fully synthetic form, 5w-40, by Castrol and Motul. Mercedes dont use a system like this (as far as I am aware), and to my knowledge, only specify a 10w-40 semi synthetic, for all there CDI's. I think this is mainly to allow a good break in, but after several thousand miles, I would be running a good fully synthetic motor oil like Delvac 1 or Amsoil, and you could most certainly run VW 'PD' rated oil, VW 505.01 with no problems.

John Deere actually sell a break in oil, and it used to be poured at the factory, probably still is. It would then be changed within very few hours..... I think 100 hours. 1000 hours = 50,000 miles.

Hope this helps, DM