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

After you get that out of the way you will need to remove the fastener that holds the assenbly on. Look underneath the column and you will see an opening where there is a torx fastener. Unscrew that torx fastener. It may not fall all the way out. After it is backed out grab the outer sides of the steering column at 3 and 9 o'clock and pull away from the dash. The complete assembly will come out. This pic shows how it pulls out after the screws in from the back are removed (see circled area). In the middle view I have slid the plastic cover back a little. The first pic shows the assembly from the front with the outer cover removed.

The arrow points to the connector between the assembly and the wiring harness to the steering column that mates up when you re-attached the assembly to the steering column.

Installation is reverse of disassembly.

Good design by MB if you ask me.

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__________________
Jim