When is the Szlenk derivation of a dual unit ball another ball?

We show that if a separable Banach space has Kalton's property $(M^\ast)$, then all $\varepsilon$-Szlenk derivations of the dual unit ball are balls, however, in the case of the dual of Baernstein's space, all those Szlenk derivations are balls having the same radius as for $\ell_2$, yet this space fails property $(M^\ast)$. By estimating the radii of enveloping balls, we show that the Szlenk derivations are not balls for Tsirelson's space and the dual of Schlumprecht's space. Using the Karush-Kuhn-Tucker theorem we prove that the same is true for the duals of certain sequential Orlicz spaces.