I have changed many brake pads on my cars, but not yet on my SLK55. However, I have below summarized the procedure that I belive is applicable to the 55. I do not know if the other SLK models are similar.
If anyone has additional suggestions or comments, please post a reply. Here is a sketch of the right front caliper from the rear. The expanded view on the right shows the thickness of new pads -- you can gauge the amount of wear on your pads by comparing with this sketch.
SUGGESTED PROCEDURE:
Remove the cap of the brake fluid tank
Remove some fluid with a turkey baster if there is a risk of it overflowing when the calipers are spread
Spread the calipers carefully with a wide blade screwdriver
Tap out the 2 pins at the top and bottom of the pads
Remove the bolt in the center of the pad opening
Remove the strap spring piece between the pads
Install the new pads (probaby with a new wear sensor)
Reinstall the items in reverse order
Torque for the center bolt is 17 lb-ft (25-30 nt-m)
Hope this helps. I'll give it a try soon after a couple of more track days.