The CLS came with Pirelli Zeros and they were, erm, interesting in the wet. I had to change them when only at 4mm.
The Michelins would grip whatever the conditions (frost excepted, no grip.. another story. I fully endorse the use of winter/cold weather tyres) I ran one set down to the legal min without drama, no sudden change in character but... if "pushing on" there was a drop in ultimate traction.