I just scanned through the EPC using the E250D (only available pre-facelift) and I find no mention of heated mirrors at all.
The option codes to look out for are:
506: outside rear view mirror, left and right, heated (right electrically adjustable), L.H.D.
507: outside rear view mirror, left and right, heated (left electrically adjustable), R.H.D.
508: heated rear view mirrors, left and right
If those codes are in your service book then you definitely have them. I just ran my own car through the EPC and the datacard has no heated mirrors listed, but it definitely has them so maybe they're simply not listed any more because they're standard on all models regardless of trim spec.
EDIT:
I just put a pre-facelift w210 E55 AMG into the EPC and checked the mirror glass, there are 13 different mirror glasses for one side mirror, none of them mention heating as an option, I can only assume that either NO w210s have heated mirrors or ALL w210s have it
2nd EDIT:
I just checked the mirror glass options, here they are:
249: automatically dipping inside rear view mirror
623: Gulf States version
625: Australia version
835: additional parts for South Korea vehicle version
no mention of heating on the mirror glass.