The Mercedes-Benz E-Class Owner's Bible (ISBN 0-8376-0230-0, $39.95) has a very detailed description of the conversion to European headlights. The cost is about $900 w/o conversion to the Euro headlight wiper assembly.

This conversion includes the Euro vacuum headlight height adjustment mechanism. The headlights are from Hella, the bulbs are from Osram. The starter booster relays are from Volkswagon. The 6-pin connectors, Euro headlight switch panel and Euro vacuum switch are from MB. There are other parts like wiring and vacuum hoses that are required.

I have no idea what the cost would be by using lesser known sources.

There are two versions of the Euro headlights from Hella (1986-1989 & 1990-1993).

If one were willing to use the parts described, the book does a good job of detailing the conversion. It does not describe the conversion to Euro wiper assemblies but I think you might be able to use the U.S. version of wipers with the Euro headlights with some differences in wiped area.

The book says the conversion to Euro wipers would cost an additional $700.

If my car was newer, I'd do this conversion in a NY minute (not sure about the wiper assembly). My next car will have bi-Xenon headlights.

I should mention that this conversion is essentially to a rally light configuration with much brighter bulbs and the ability to turn on fog lights with high beams.