Should I replace these rusty/oxidized components?
 

Doing some general maintenance on my 190D 2.2L before winter really kicks in, replacing glow plugs, filters, fluids, fuel hoses and anything else that needs attention (debating whether I should replace my injectors or just the nozzles). I'm a bit concerned about the amount of rust and oxidation I'm seeing when I look under the hood. Not entirely sure what some of these things are, in particular the first two closeups. Should have time for a Pick-N-Pull run this weekend if anything here looks like it should be replaced.

Pretty sure the 1st closeup is of the Cruise Control actuator.

My general thought is to only replace a component if it has failed. However, if you're at the PNP and you get a great deal, sure...

Packman

Second is the EGR. Mine is surface rusty. I wouldn't worry about it. Unless your car is emissions tested and they do some kind of visual inspection but even then as long as its doing its job it shouldn't be an issue.

wd-40...

I'd suggest the wd 40 and a plastic dish scrubber on the aluminum (Its not any danger functionally). For the rusty steel I suggest a rust binder which will stop it from rusting any more and turn the rust black. Semi gloss black paint or silver paint on the objects could be applied if you like.

On other notes, if the engine looks like this the undercarriage probably looks pretty scary too.

You obviously don't have enough oil leaks!

I've been told the EGR is better off disabled anyway. No smogging of diesels (pre-1997) in CA so I should be in the clear.

The rust on my fuel injectors would suggest they haven't been replaced in awhile (or maybe ever). I've been thinking about ordering Monark nozzles from Mercedes Source, but would I be better off replacing the whole units? I don't know how they wear or how often they should be replaced.

A liberal coating of an oven cleaner ,one of the foam based ones worked in with a stiff brush will clean all the alloy and remove all rust if left on for a while, then after rinsing off and completely dried then spray down with Wd40.
Oven cleaners are caustic based hence the excellent rust removal and deep cleaning of alloy.