Eugene, thanks for the info... someone else also mentioned a slightly different method, but apparently it is possible without the key. Either method is a PITA - as you said, it was a 2.5 hour project. Unfortunately, I didn't have time to try either one.

As a last ditch effort, I tried different keys from other W124's. With several in our family, we had keys from a half-dozen different cars to try. I was pushing the key in & out (sawing back + forth) while applying gentle pressure clockwise. The first five keys were dead ends... the lock didn't budge one millimeter. Key #6 did the trick... it turned part way, maybe 30-40° at most. It would not fully turn, but it turned just enough to allow the lock assembly to be removed. In about three minutes, I had the locks swapped out! Bottom line - if you have access to a bunch of different keys for the same chassis... try them all!

Another option (if you don't want to tear the door innards apart) is to beg for assistance at the dealership - after explaining the dilemma to a sympathetic parts or service guy, they should be willing to order the key (which you'd have to pay for, of course) and hopefully let you use it to remove the offending lock, then you let the dealer keep the key (since you don't legally own the vehicle it fits). This only works if you know the VIN of the donor vehicle. Tip: If you bought a used door, the VIN is usually either on the DOT tag on early cars, or on a production label on the back side of the trim panel (if the panel is still on the door). If you removed the door from the donor car, just get the VIN from the tags on the chassis.

Hope this helps someone else in the future!