Burned out bulbs are a wear item, and are not covered under warranty. If it happened early in your ownership, they may have replaced it as a goodwill service.
I don't know what the 99 E-class cluster looks like, but I would venture a guess and say yes, you can pull the cluster in the same fashion as described by others on the forum.
I bought the pullers from FastLane for $15 about a month ago. Since then, I have pulled the clusters on my 300E and my SL500 to replace bulbs.
You can use coat hangers, but the MB tools are cheap and make the job a breeze with no damage. The cluster is a press fit, so a slow and careful tugging will allow the cluster to come out easily.
The bulbs are either the 2W or 1.2W bulbs. You can find the 2W bulbs at your local auto parts store, but the 1.2W bulbs are integrated into the bulb receptacle. At the dealer, they run a bit over $6 apiece.
For someone like me with more than one MB and a host of burned out bulbs to be replaced, the tools were a good investment.
I will add that I did get a little too earnest a few weekends ago and yanked on the SL cluster a bit too hard. Result: one of the pullers slipped and caught onto the lens, cracking it right off. Cost of my mistake: a trip to the dealer for a $327 SL instrument cluster cover!