I am pretty sure that they are not run by batteries. I replaced mine with a pair from the junk yard. I believe, that if you turn the visor and look at the little plastic peice on the very end (the one which keeps it in place when installed, by the rearview mirror) you will see 2 peices of metal imbedded in the plastic. When installed and you swivel down the visor these metal peices contact the metal inside the holder which is in the head liner of the car. And then the light comes on. You may want to replace the holders which are in the head liner, i think there pretty cheap and its only 1 screw holding it in. As far as the bulbs are concerned probably put a jewelers screwdriver in around the clear plastic light cover and pop off, not sure on that one though i havent replaced the bulbs. Man this is hard to explain these parts without a picture, but hope this helps some.
1988 190e 2.3 with 91 engine