I have done that on my 92 W124, don't know if W210 is the same.

I had to remove one screw at the right side of the vent (open the passenger side door first), then removed the vent by releasing 4 hidden clips inside the vent, the bulb then was easily replaced with vent off.

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99 BMW 540i 6-speed 110K Km
03 SAAB 9-5 wagon 80K Km
92 400E (Sold) 245K km
Still missing the days with the Benz, it kept me busy.