Try a simple continuity check first
The problem that you're having with your car is identical to one I had with my 1995 E420. I replaced the aux fan resistor and the problem, and did Jim F's cooling mod, and now the problem is solved.
First check for continuity at the connection. My resistor had failed and broken contact entirely. The terminal at one end was corroded as well. If you get good continuity, then check for resistance. I think that this resistor, because it's a power resistor, is in the 2-6 ohm range - not sure though. If you get a reading above 10 ohms it's definitely bad.
Note that the resistor activates the fans at low speed only - high speed fan activation bypasses this resistor. Unfortunately - the high speed fans only come on at really high temperatures (higher than I'd ever like to see my car).
My mechanic friend said that he's seen dozens of these things fail. It took me about 1.5 hours to replace mine (but it should be easier for you - the E420 resistor is really buried in the engine bay - like everything else).
Troy 1995 E420