OK, so whats the trick? I can't seem to get the forward clip to hold--it will not slide and just sits there. Consequently, the forward end does not lie flat to the cladding. Looks sort of GM-like; not Mercedes quality.

OK, I kept at it until I figured it out, so to close the loop and help anyone who needs to know....
Remove the clip from the SS trim.
Install the lower body cladding as per the manual, ie. pop the lower clips in first.
Insert the clip in the forward, top hole and begin to slide it forward.
I use a wooden dowel and a mallet to drive it forward so it retains the cladding.
Now pivot the rear end of the clip away from the body and insert it into the forward end of the SS trim.
Drive the SS trim forward using a small mallet until it aligns front and rear with the cladding.
Pop the upper clips into their respective holes.
Install nut on upper rear clip inside of the door.