Cyl 3 misfires are very common, especially in a 2003, it's likely the valves are dirty, typically a $3,500 job at the dealer, ($2K for new head, 12 hours labor). The most I've seen someone try and fix this was use Seafoam and GM top cleaner but that wasn't enough to clean it and they also tried heavier duty valve springs that didn't work. Really, you have to pull the heads to fix this.
First do this, go to a mechanic and have them do a leak down test on #3 and have them confirm that a) you indeed have a pressure leak, b) where is the leak coming from (they listen to the exhaust, intake and oil filler cap for hissing to tell if it's an exhaust or intake valve or rings. If it's determined it's the valves, find a mechanic that really knows MB's and has taken engines apart many times before, it should cost you about $1,000 for labor and valve job gasket kit and a few hundred bucks for a machine shop to do the valve job.
Or you can try a $12 hose, can't hurt

Just remember, that's just the parts cost, dealers usually get 3 hours labor to put it in
Also, a bad thermostat or coolant temp sensor can cause misfires, albeit on all cylinders, not just #3. You can certainly monitor the coolant temp from the comfort of your drivers seat, just use the MFD to show you coolant temps as you drive, should warm up in a few minutes and hold steady at about 80-85F, if it's not warming up fast enough or going too hot, replace the thermostat, if its' showing an off the wall number like zero all the time, it's probably the sensor. It's quite possible that a bad thermostat or sensor ruined the valves because if the motor runs too cold or thinks it's running cold all the time, it's probably also running too rich causing the exhaust valves to get dirtier sooner. This is why it's funny when people have the CEL light on for months or years saying, the car runs fine, why mess with it, haha. They don't realize that long term, it can cost them more.