I swapped my OE steering wheel for a CLK55 AMG wheel with no problems. The two bolts holding the airbag in place are indeed a #30 torx, its not a common size so you should go purchase a #30 torx medium length screwdriver. You need to make sure it is not too long, otherwise you will not be able to get it in the opening in the back of the wheel. Another note, using a torx bit in a screw driver that accepts removable bits is not a good idea, as it is too wide to fit in the holes. Also, there not tamper proof, so don't worry about that.
Once you have the two torx screws removed, the airbag comes right out, there is a plug on the back that needs to be removed. Contrary to what some have said, there is no signal at all going to either of these contact wires (with the ignition off) so there is no need to disconnect the battery or anything else.
Once you get the bag removed (remember to unplug the horn wires) there is one fairly large torx nut that needs to be removed so you can pull the wheel, I don't remember the size though. You will also need a breaker bar of sorts to get it loosened, as it is on really tight.
If your going to install a wheel from another MB, you most likely will need to use your OE airbag/horn contact ring and associated wires, which should fit.
View my 190e on my web page to see complete pictures of the install of my CLK55 wheel.