I have not put Euro lights on my 124 car yet, but I have on my 123. I had to take the connector apart and switch the wires around to get everything right.
As for the 124. There is an article in the latest Star magazine, which came out just a few weeks ago, which goes into great detail regarding Euro headlights in an American 124 car.
'84 Euro 240D, 523K miles
'88 300E 5 Speed
'81 300D Daughter's Car
Over 800,000 miles in