I did all of the above on my 190E. Visit
www.2phast.com for the complete details, under the green 190E.
The vacume adjustment is cool, but don't spend more than say $20 on it, as it does not adjust the lights that much.
I ran 80/80 watt piaa superwhites before I went to HID, the Euro headlight assemblies have a heavier guage wire, so they can handle the extra current draw, no melted wires or sockets.
You don't need any relays, but you will have to dissemble your existing pin sockets and re-install the pins in your new euro sockets, so I hope your euro headlights came with the sockets and extra pins. You only need extra pins if your going to hook up the city lights (I would)
Anyway, all the info you need is on my website.