It's pretty easy to change the shocks of a 126 that doesn't have self leveling suspension. Maybe it's just as easy with self leveling suspension, I don't know.
The front shocks are mounted with two bolts below and jam nuts above. Get the car high enough to get the old shocks out and the new shocks in.
The rear shocks are about as easy, but the rear seat has to come out; two tabs for the cushion, three small bolts for the back, some fancy language to lift the back off its hangers. Then the stereo amps have to come out (bet you wouldn't guess they were stereo amps). Then pop out the plastic covers to get to the rear shock upper mounts.
I can get a lot more specific if necessary.