As proved on countless race engines, the correct procedure is to warm the engine, and then floor it from about 500rpm above idle until around peak torque value (probably around 3000rpm on a 350CDi), and lift completely. The overun is important, and if an auto a gear should be selected to give some resistance.
Repeat this about 10 times.
Let engine cool by driving fairly slowly (cool turbo down) for a few miles without much throttle, then switch off and allow to cool down completely.
Repeat process above another two times. Then change oil and filter.
This procedure does the most important thing, and that is to bed the piston rings in. Properly bedded rings mean very low blow-by for the rest of the engines life, and reduced blow by means less corrosive acids in the oil, which means longer lasting oil and internals.
Oh, and all this is supposed to be done with mineral oil.
There is no way that a MB person will agree with this procedure, in fact I expect an uproar from fellow posters, but as I say this technique is well proven.