Going from memory on the w203 (assuming the w211 is very similar) the coded components are:

EIS (ignition)
Instrument cluster
ECU
shifter module
Teleaid

The TCM is not coded but obviously the shift programs are different so you'll have to swap that too. The engine wiring harnesses are designed to be modular so you'll unplug one from the under hood fuse box and move it with the other car with the engine. The other issue you might run into is the front and rear SAM (signal aquisition modules) if the optional equipment is different between the 2 cars (sunroof, power seats etc). You'll probably be better off swapping those too. Have STAR or icarsoft on hand. The wagon will take on the CDIs odometer reading and keys.

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CENSORED due to not family friendly words