Basically the same as other cars. Here's a DIY link using a power bleeder, but the coordinated-pedal-pump-and-bleed-screw method works too. There is a recommendation to actuate switch Y61 (by jumpering) to bleed a side passage on the master cylinder, but ignoring it doesnt hurt anything - that little passage just won't get bled.
http://www.benzworld.org/forums/w210-e-class/1368897-help-tips-diys-chassis-brakes-exhaust.html