Not familiar with this model
but I have done similar on a 1989 230 TE ( not imported into USA I believe).
I assume you are talking about a vent louvre thumb wheel.
If so, vent louvres are normally held in by spring clips (normally 4 - 2 top and bottom) and easily visible if you look with a strong flashlight.
The idea is to hook these using jewellers screwdrivers or similar (2 at a time just one side - top and bottom) and put clips under tension while easing out louvre that side - but see note below - then move to other 2 clips and repeat. Repeat whole process until louvre withdraws completely. Turn it over, follow the wire and the bulb holder/bulb will be evident.
Note: Some louvres have additional fixing which you will need to remove first for example:
Glove box side (open glove box and search for a phillips screw that lines up with vent louvre - remove this first and replace last.
Centre (normally double louvre) shine flash light into top section and you should see an allen headed machine screw - this fixes louvre and vent flap - remove first and replace last.
As I opened, this is for my model and may give you some idea how to proceed with yours - I shouldn't imagine it will be too different MB ain't great innovators with this sort of kit!
Hope you get a more targetted reply - Have fun
230 TE (W124) 1989 with 153,000 miles on the clock - hoping for at least another 100K