well, definitely bubbles is reason to your problems, but what is causing bubbles...
W203 has infamous tank line connection which corrode and brittle in time, not sure what king of system CLK has. Take a bucket of fuel, put filter incoming line to bucket and test.
If you are still getting bubbles, they are inborn somewhere engine bay, travelling to filter and spreading to system. Few things come to my mind, remember one case when broken injector tank line t-piece caused that, then rarely pressure relief valve 0-ring can be damaged but you should see bubbles from rail to return then.
Have you now changed ALL low pressure lines AND put new o-ring, plus clipped them tightly?