On my 300E, the lightbulb is located at the end of a strand of wires leading into the front of the shifter housing. Mine is just held in with friction and pressure from the wires (it just slides in out). I just had to replace the bulb a few weeks ago, it's part number 000 825 00 94. A bulb I tried from the local auto parts store was about the same size, but just barely didn't fit.
On the W210, maybe you have to disassemble the shifter housing...(?)