solder on the MB (or Ford) connectors.
I did this on my 87 300E about 5 months ago.
I tried to buy the Ford connector (On Car), but my ford dealer could not find any part numbers for just that connector. I did however find one from a salvage yard for $2.00.
I then fabricated a 6" piece that mated on one end with the Ford(Bosch) O2 and on the other end I soldered on the MB connector from the old MB O2 sensor. In this way I am able just plug in the connectors. Doing all the soldering and heat shrink on my work bench. I could go back to a MB part if I chose to buy one next time, or another Ford(Bosch) would just snap in.
It seems to work fine.... at least one tech replied to me that I should not have (2) connections since that might degrade the signal voltage. Both the connectors, Ford and MB are inside the car under the floor mat. and both had waterproof "O" rings.
Don't just twist them together..... that might work for a while but may cause trouble after normal oxidation of the wire's metal creates a small resistance.
Luck to you,