Hi there, hsd same problem on my is220d "08 ! ..and no, its not normal to find your engine sprayed with coolant whatever other say!! I had big headache because of this plus my heating in the car wasn't working either as coolant level was slightly dropping to minimum level but not below!! A friend of mine suggested to look at the expansion tank cap lead and before spend @35 for a new one, i took out the cap and at the lower gasket i add a couple of rounds of plumbing tape which is used for water pipes(blue one): its very tin and stretching. Below the expansion water tank on the left side you'll notice a little rubber called the overflow pipe which it realise coolant from the system if that cap-gasket fail hence the spray all over moro or less. I would say to start here before you go in any other expenses!! bringing the car to dealer it's ripp off. They will have a quick fix and charge you for God knows what reasons!!
Let me know how it go..