I picked up an 82 300D last month, as a parts car, and as it happens this is a European model. I went down to my favorite MB guru yesterday and asked about any problems with getting parts, and specifically with installing the engine from that car into my old 300D.
He said he has lots of customers driving around with European cars of this vintage. Apparently they were quite a few brought in during the 80's. He told me that some parts are a little different, but mostly there is no problem getting them. Some things are not available, but one can usually work around those issues with a little thought.
Grey market cars were a hot issue with insurers in the late 80' and early 90's. Lots of them were brought in and then the owners found they could not afford the cost of the US glass, bumber , dash upgrades, and so forth. My guess is that by now either your car meets these, or the issue is long forgotten by the authorities.
But then keep an ear to the ground. Never know when they will come for you!