Had this happen to me and it was a complete pain in the A**. The problem I think you will have is that the steering is locked. However, if you remove the trim around the lock and expose the front face of the lock, you will see two holes. Using two lengths of stout wire, ie welding rod or possibly a metal coat hanger, push the rods into the hole and in theory depress the plungers inside and then withdraw the lock mechanism.
A new lock mechanism + key is not expensive from MB.....THE PROBLEM IS REMOVING THE OLD ONE!!
If you cant withdraw the lock mechanism the whole lot needs to be ground off and its a pig of a job and not a cheap job to have done.
If you dont feel happy doing this yourself, get the car relayed down to a Merc specialist and get them to do it, but also accept the fact that they may not be able to withdraw the lock mechanism and that they may have to resort to grinding it off.