I would strongly recommend you take photos of each wheel and ensure the dealer knows you have them. You should also make sure you know of any other minor damage on the bodywork and examine the car properly on collection. Unless you're not concerned about swirls in the paintwork it isn't a good idea to let them wash it either, I make sure " DO NOT WASH" is clearly noted on the job sheet before I leave the car.just be sure to get your Dealer to acknowledge the condition of your rims prior to the swop. Their tyre changing machine can cause damage so you should check for this BEFORE leaving their premises.
i have no experience of the MB dealers but have had damage from an Audi dealer both on a wheel and a minor dent on the bodywork and had to fight really hard on both occasions before they would admit responsibility.