OK, I guess at least a few people have the problem, so here's what I did.
If you know how to take out the cluster, ignore my droning in the first section.
Please bear in mind this was a few days ago, I've never taken a Merc apart before, I have no idea of the intricate variations, the following worked in my car (CLK320 2001 Avantgarde), if your car blows up, if you blow up or you completely wreck your cluster, don't blame me, hunt me down or hate me.
Whip out the cluster, I'm guessing you know how, I used a coat hanger, cut it in two, bent both the ends, slipped them in behind the cluster (I hate the word binnacle, I'm sure thats what boats have) and gave the whole thing a bloody good pull, in my car there are no speedo cables or pipes, just wires, I like wires, wires are good, wires are easy.
After unplugging the two connectors (nice mechanism) the cluster was out and kitchen table bound. The perspex front is clipped on, as is the back, it's just a matter of working your way around, it's one of those annoying jobs reminiscent of taking a bike tyre off with forks, by the time you are all the way around, it's reconnected itself at the beginning. Having picked up the two coloured pieces of plastic that give the warning lights all the pretty colours up off the floor (I bet you drop them as well) the circuit board is exposed.
The rogue LEDs are fed by a ribbon cable, above that is a piece of rubber (pink coloured on mine), I assumed this was a piece of elastomer zebra first of all, but in fact is just a piece of rubber that keeps pressure on the ribbon cable, so it makes good contact with the PCB. This rubber obviously gets degraded over time and with heat, so it loses it's bounce, if you've noticed some segments light up after a long journey, that'll probably be the rubber expanding and re-attemting pressure. Anyway, to my mind it's a rubbish connection (as witnessed by its failure rate).
If you liberate the board from the white plastic slighty by pushing the adjacent (below the connection) white clips to one side, you should have enough room to see a gap between the offending rubber and the ribbon cable, try and improve upon it by pushing the rubber up slightly, I used a precision scredriver. So, now you need some more pressure, I slipped in a strip of 2mm rubber (funnily enough this was an elastomer strip from an old project), I chose rubber so I didn't put any strain on the board and rupture any joints after assembly. The 2mm was a little large in all honesty, but I didn't fancy doing this again, I get bored easily and I figured the original rubber was only going to get worse. I repeated the same on the other LED ribbon connector.
Because the rubber was a little thick, the white plastic clips had a tendency to push open up again, so I pushed some tiny white plastic wedges in the opening to stop it from happening. this is really badly explained, but I reckon it will make sense when you see it live.
As all good manuals suggest, re-assembly is a direct reversal of the dis-assembly process ... although you won't be needing the coat hangers again, use them for torturing the Parts Manager at your local Stealership, when you next pop in to scoff at his new cluster prices.
So there you have it, in essence it's the integrity of the plastic ribbon cable to PCB connection, you might have a better idea for resolving it (can't see how, mine was brilliant), but it is that connection you need to sort out.
Cash, beer or new 16" alloys gratefully accepted.