Did you go with a designated winter set-up or the tires that are equipped with car ?I got mine in November of last year and drove it through Bostons brutal winter. I didn't use off-road mide, but with 4matic it performed quite well in the snow.
I also live in Boston, but I have always used a set of Blizzaks for the winter.
The dealer tells me that the tires on the GLA should be enough, but not sure.