The panels below the headlights should be available from Fastlane or the MB dealer, without wiper holes. They come primer black: My advice is have them painted by a shop to match your car at least a month before you install the new Euros, then put them on a shelf until after the paint cures, wax them, and apply some of the 3M stone guard plastic film to the panels. Otherwise they will be more prone to rock pits than the factory paint.
On Euros, If you get the Hella or Bosch, there are 4 different 'subspecies, 3 of which only vary in appearance. The early w124 had Euros with the trim inside the lens painted medium grey. Later w124s had this trim painted silverish/grey, and the final w124s had a lens that was molded differently to match the integral grill/hood arrangement. The 4th variation was the 500E lights, which replaced the fog light reflector and lens pattern with a 'pencil beam' driving light reflector and lens pattern. (Shown in the 300E photo in my signature line, below)
There are also Italian, German, and Asian aftermarket 300E lights, and they may have there own variations.
2003 Firemist Red/grey leather SL 500
2015 Palladium Silver/black mbtex GLK 350
1987 Smoke Silver/burgundy mbtex 300E Sportline (SOLD)
Click to see 87 300E