Sean, it is also possible to purchase after market disc brake pads that will emit a fairly low level of brake dust. I have "dust free" brake pads on both my 6.9 and my Holden Captiva. The purists will tell you that you should stick to genuine Mercedes parts, but from personal experience, I have not encountered any adverse symptoms from the use of the non-standard pads.
Sure enough, you can clear coat the paint on your wheels, but get it done professionally. Also, bear in mind that brake dust will also accumulate on the insides of the rims, so really you should remove wheels and tyres, have them cleaned professionally and painted by the same source of quality of workmanship. Don't fall for the trick where someone will just decrease the pressure in your tyres, give the rims a quick scrub with a scouring pad and "chuck" some paint on the rims. I have had that happen.
Incidentally, as part of the service on my Captiva, I ask the mechanics to remove the road wheels and wash the inside of the rims. Nice and easy. Regards Styria
N. B. I forgot to mention the quality of any Clear Coat - we have used top quality Standox Clear Coat in days gone by, and the level of gloss was remarkable - yet another time, when I entrusted a Wheel Painting job to an outfit at North Parramatta, the quality of the "Clear" was abysmal. It had "shine" but no "depth".