Not sure if your model has an EZL ignition module that has a vacuum line, but on our 93 500E, the vacuum line was broken underneath the intake manifold and was not easily seen. I averaged 16-17mpg (which I thought was normal) with the broken line. After replacing it I started averaging 20 mpg. I went from 330 mi per tank to 400 miles.

Not only did mileage improve, but power as well. Without the proper ignition timing advance, it seems power and fuel economy suffered. Wish I discovered that broken line 2 years ago...