I have a 92 400E and experience similar problems. The steering column rattle, I hear it now and then. Sometimes under full acceleration, I can hear it like its coming from the instrument cluster. Also worth checking out, the plastic trim on TOP of the steering column, right below the instrument cluster. Mine had worked itself loose and was rattling on occasion. Also, try vary'n the telescopic adjustment, and see if the same noise persists.
When u have a squeek in the door, you will have to replace the door check straps. You really cant greese them without taking the door panel off, and your better off replacing them ($12 item).
For all you W124 400E/E420 owners. Do yourself a favor and get a 2.82 rear end. You will thank me.
Best of luck,
93 300D 2.5 Turbo, Black/Palomino 273K
09 E350 Black/Black 41K