I too have wondered how to replace the light bulb illuminating the air temp wheel on the passenger side as well as the right spin dial, that is used to change directions of incoming air (defrost/feet/ vents etc.).
I removed the wood around the shifter (now all cracked up). I removed the radio, I tried but failed to remove the wood above the radio (where I believe the light bulb resided). I did remove the center top vent above the wooden plate, but since I didn't undo the hidden allen head bolt until last, I damaged the plastic part where the wheel in the vent is. It also fell into many different parts, but I was able to reassemble and replace it.
After tearing all of these things from the car, I still could not remove the center wood section above the radio. Defeated, I replaced everything and lived with not being able to see the position of the right knob (to change the location where the air will come in) or the temp selection on the passenger side air temp wheel, at night.
Car: W124 89' 260E, no airbags, no AC (Euro).