I did this to my 88 300CE. The hood is the same size there is no modification required. The only difference between the two is the shape of the front end for the grille.
Euro lights don't work for this particular setup because the lights need to be "engraved" in the top inner corners for the hood. You need to get the stock 94-95 headlights, which BTW look the same as Euros.
If I were you, I would convert it. Much cleaner look and you don't have to worry about that cheap plastic that turns yellow.
This is a great opportunity to do it (insurance pays). You better speak to your mechanic and tell him that the only difference is cosmetically at the front end. After all, they are all 124s.