I just did mine this week. I have a 94 E320 coupe, which I'm assuming is similar or the same under the hood. The driver's side one is pretty easy. There are two tabs you pull together like a clothespin, and then push outward so that the whole fixture pushes out.
The passenger side is more difficult. Depending on the size of your hands, you will have to remove some plastic coverings to reach in there. I removed a black cover (sorry, I don't know anything about engines, so I don't know what it was covering), as well as thye grey backing to the headlamp. It was a tough fit like that, but I couldn't figure out how to move anything else.
1994 E320 Coupe 56k