Had same problem
with my E420 and found few bulbs with dirty sockets. I took all bulbs out and cleaned them and their sockets and replaced whichever ones that were discolored and haven't seen the warning light come on again. Found some inexpensive bulbs at WalMart.
on the E420 rear bulb panel there is a socket without connections if that's what you mean. this must have been for the ones that have the parking lights option... mine didn't.