Pull your Rheostat and replace the fuse. I had the same problem recently on my 300CD. My neighbor told me my tail light was out so i replaced the bulb, no dice. Next day I noticed my gear shifter lights worked but none of the instrument or console lights would work.
I replaced fuse 1 and it blew the next day. I then removed the rheostat and replaced the fuse. The fuse never blew again.
I cleaned the rheostat and reinstalled it last month and the fuse hasn't blown.
Give it a try.
Willson
85 300CD