For anyone who needs guidance on the ashtray removal heres a quick guide for a CLK W209 Auto (2005 model):
1) Prise up the chrome trim ring around the gearshift with your finger nails
2) Prise up the front of the central trim near the ashtray. Its fastened in by lugs in strong spring clips so may require a good tug to free the lugs.
3) Put the gearshift into N or D. BUT you will not be able to get past the Park lockout position so...
4) Open the central armrest to its lower compartment (below the phone point). Open the 'safe'. There's a lever on the passenger side of the lower compartment, push it down and pull the safe drawer out. Behind the drawer right at the back is a hole, using a longish screwdriver or similar push the screwdriver into the hole and push, this will release the Park lock out and allow you to move the shifter into N or D.
5) Remove the central surround by rotating through about 90 degrees and lifting over the gearstick (no need to undo the actual gear knob or to remove the gaiter).
6) The ashtray assembly will now lift out, no screws to undo.
7) Check the closing shutting mechanism on the left side of the ashtray. It looked like mine didn't have enough 'spring' to lock the mechanism when the ashtray lid was in the closed position. So to fix it i cut a small piece of foam from a kitchen sponge and placed in the mechanism to give it the required spring to lock.
8) Reinstall in reverse order, making sure the prong on the rear of the central surround is home before pushing the 2 front lugs back in.
Hope that helps someone.