I have not read all of the posts but if you don't have the Key the steering Wheel is going to be locked or if not as soon as you turn it it will be locked.
If and when you get the key from Mercedes you are going to find out if the prior owner previousl changed the Ignition Lock Tumbler.
If you pull of the connector that goes to the glow plugs themselves off of the Glow Plug Relay someone said you can get some solid core #10 wire (and that matches the pin size inside of the connector)
Essentially you cut the wire into 5 lengths (perhaps 6 inches long) you strip enough insulation off of one end of the lenghts so that they can be twisted together.
You strip enough insulation off of the 5 seperate ends so that you can stick each on into one of the glow plug connector pin holes.
You take one Jumper cable and clip it on to the twisted bundle of wires and apply the other end to the positive batter terminal for about 30 seconds or less and that will heat up the glow plugs.
I am not 100 percent sure on the gauge of the wire as the idea was not mine and I don't remember the post. I think it was posted by Bryan Carlton many years ago.
I think I found it:
Brian Carlton Glow Plug Jumper Wires how to jumper your Glow Plugs post #2
http://www.peachparts.com/shopforum/1693618-post2.html
In post number 5 of the below thread there is a pic of a glow plug relay and it shows where the glow plug relay always has battery voltage no matter if there is no key in the ignition.
http://www.peachparts.com/shopforum/diesel-discussion/380736-glow-plug-code.html
These are the wires that go to the Glow Plug Relay from the ignition and so on. However it is for an 84 300d so the wire colors may be different but the terminal numbers sould be the same except that you might have a wire going to an Engine Temp Sensor.
Square Glow Plug Connector, what wires go to it.
#1 Red Wire with White Stripe, Run Start Input
#2 Violet (Purple) Connects to the Starter Solenoid Wire (On Turbo Models at the Terminal Block in front of the Battery) allows Glow Plugs to be on during cranking.
#3 Blue Wire with White Stripe, Goes to the Glow Plug Light. The Voltage comes from the Relay through the Light and to a Ground.
#4 Brown Wire, Goes to ground.