Don't feel bad about your dash lights, i have the same problem. One thing about M-B's dash lighting is that IT SUCKS! All of my dash lighting works except my climate control, and from what i have been told on this forum, its a pain in the a$$ to change these bulbs, in fact i don't think ill ever change them myself. Your other bulbs on your defog. sunroof etc. are much easier to fix. Simply take out the entire switch with a very fine screwdriver taking care NOT to chip the wood. The bulb is within the switch if im correct. The Haynes service manual provides excellent pic's for this job. Dont try to pop out the climate control panel like the other buttons, it dosent and you will chip your wood. The dash lights have to be changed up and behind the climate control panel, very difficult.
Look back and you should see my post with this same question.