Just had a CLS 500 in needing steering angle sensor replaced. MB did a good job with the design in regards to removal of the steering column switches, etc....
Anyway, initial steps are same as any MB since a long time.

First, disconnect negative on battery. It is my understanding that you don't have to do this but I like to. Next is to remove the air bag by unscrewing those Torx screws in the 3 and 9 o'clock position behind the horn pad (put steering straight ahead before starting job). Pull air bag away from steering wheel and disonnect connectors in these two pictures. You will need to pry the orange tabs partially way out of the yellow and green connector to unplug them.

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Jim