I have a 1999 E320. Right side (passenger side) parking lights weren't working. Bulbs checked out ok. The fuse box on the side of the dash (where you need to open the driver's door to get to it) kept blowing #7 fuse, which it turns out is a fuse for ONLY the RIGHT side parking lights.

After removing the air filter housing so I could see what I was doing... Found that the front right parking light (front of the car next to headlight) bulb socket had a loose ground contact and was shorting. In other words the metal tab attached to the brown wire was touching the metal tab attached to the gray wire.

I pushed the contact up through the plastic housing, bent the contact a little, and pushed it back into the plastic housing. Contact was still a little loose but not shorting anymore and seemed to hold together ok when the bulb was back in place.

Parking lights working again, no more blown fuses.