I was told that I needed to change my brake pads by the Mercedes guys 18 month ago!!! I bought the rotors and pads back in July. I changed them two days ago, they still had not reached the sensor. I had about 2 mm left (or another month or more!!). The BMW guy here in Columbia told me "almost gone is NOT gone". He only replaces his pads after a couple of weeks after his sensor has gone off (in his M5).
Don't worry about it. Also, do it yourself. This is a very easy job as long as your work area is warm.

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'03 Black BMW E53 3.0i 110,000+ miles
'03 Black Mercedes-Benz W211 125,000+ miles
'13 White Mercedes-Benz W2o4 New