I would also listen for audible changes as you do turns to the left and right and load unload the wheel. The outside wheel in the turn is the more heavily loaded.
Concerning the bearing replacement, I have done plenty on other cars, but not the MB models yet, but should be virtually identical. Please use caution to prevent crushing your skull! Use wheel chocks, parking brake, good quality jack & jack stands. Do not put valuable body parts in harms way should there be mechanical failure in your jacking set up!
After the wheel is removed, remove the front caliper, remove the grease cover and undo the cotter pin and retaining nut, and outer bearing. The front disc and inner wheel bearing should come out as an assy. Remove the inner grease seal and discard, you will need a new replacement. If a bearing is truly bad, I would replace both inner and outer. The bearing races, which are driven into the disc, will need to be replaced as a set as well. Drive them out with a punch and carefully seat new ones. They will come with the new bearing. Lubricate the new bearing by putting a big spoon full of grease in your palm and knead the grease into the core of the bearing by pushing the open edge down into the grease in you palm. Smearing it around on the outside is not sufficient. Assembly with the new grease seal. While spinning the wheel, torque down the retaining nut, back off and then tighten to remove all free play in the wheel - bearing joint. Install cotter pin etc.
Good luck and be safe!