You will have to change each bulb separately.
If you pull the gauge cluster off, it is a good idea to replace all the bulbs behind there at one time. I've pulled off the gauge cluster on my W124, but I've never done it on a W140. Try the search function and see if it's been posted.
Also, I changed the bulb in the gear shifter about two months ago, and it wasn't difficult. I used the search function and it was posted in detail before. I remember reading about this on a W140 several months ago.
I sometimes struggle with the search function, but if you can put in the right words, it'll come up.l
2001 E430, Bourdeaux Red, Oyster interior.
1973 280SE 4.5, 170,000 miles. 568 Signal Red, Black MB Tex. "The Red Baron".