You can also do it electronically. The '84 and '85 500SEL and SEC's had a first gear start module. I have collected all the parts to put in my 260E but I'm waiting until I need to do interior work to combine jobs. A switch could be installed in the shifter escutcheon to give you the option of switching between 1st or 2nd gear start. First gear start is terrible if you have snow in the winter.

Do a search for the control module 002 545 41 32 to get more info.