I had a similar problem on the rear of a non-MB, including the lateral wobble at low speed, that took me quite a while to diagnose. I too went through the exercise of balancing and re-balancing the wheels at different shops, verifying that the unloaded outside diameters had no lumps, and so on. It turned out to be a broken belt in the tire (I was eventually told), visible only as a small, shallow crease in the sidewall. You'd think a tire shop would pick this up first time, but they didn't. Two new tires solved my problem. Like the CLK, this car has stagger, and in this case I didn't have enough front clearance to swap the tires front to rear. Have a close look at both sidewalls. If it's feasible on the CLK, you could also try swapping the tires front to rear to see if the problem changes axle.
'05 CLK500 cab