Remote key in my 2000 E320 had died. Fortunately I have a spare one, but still would like to know how to replace the battery in it. Can't find any kind of slots or any information in the manual.

It is a secret, release the metal key and remove. You should find a gray bar in the opening, slideto side and the "board" should pull out of the housing. The batteries reside in a clip. I hope this helps, the "smart" keys are a ***** when they fail even for the dealer!
I would think you checked to see if the little lamp below the panic pad flashes when you push the button.