I have the same problem. I really like how easy it is to change bulbs in the Mercedes though, keep spares in glove box. I took both bulb holders out after replacing a bulb here and there, lot of the bulbs were corroded and broke off when I tried to remove them, after getting the bases out I did as suggested cleaned sockets, light bit of dielectric grease on bulbs and reassembled, still had dash light come on and couldn't find a burnt out bulb so I just drove that way, connections must have been made because dash light went out, don't think its burnt out because it comes on with others when I start car. Should replace tailight lenses as they are a bit fadded and one side has minute cracks, wish I could find new ones for less than I've found them so far. Replaced front headlight covers really make a difference looks wise.

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86 300SDL