Just did one on my E320.

It's really easy - Open hood, Look at back of light. You will see a spring
wire clip on each side of the grey protection housing.  Flip these off
either by hand or using a screwdriver. Pull off the black plug that attaches
to the bulb. Squeeze the wire spring that holds the bulb in place and rotate
it out of way. Install new bulb making sure to get indent in proper
location.

The driver side is easiest. On the passenger side, the air filter housing
gets in way. It's easy to remove the air filter cover (6 levers) and this
aids access. Clean out the air filter and housing while you are about it!

Good Luck.