Success! I figured it out. The video is not at all clear how the front trim comes off, but really it's just a matter of having a plastic pry tool (like the set from Harbor Freight mentioned above) and the guts to really force it. It comes off straight down, but that assumes the sunroof is partly opened. With it fully closed it has to rotate down in back a bit, but it's best if you can pull it straight down. Be careful - I managed to break one tab in the process.
As for the bellows, in both the video and in the mercedesclub.org.uk instructions they pop the sunroof up in back first, which mine won't do, then remove the bellows starting from the rear. In fact, mine has dropped even further in back since my original post and is now down about a half inch - I've had to tape the opening shut to keep rain out, which is what drove me to try and get this thing fixed!
If your sunroof won't open here's the secret: take the bellows off from the front, after removing the front trim. It really helps to shine a flashlight on it as you're looking at black parts in shadows. The flexible bellows are attached to hard plastic strips that run along the top and bottom edges of the bellows. The bottom strip rides in a channel in the frame and slides back and forth as the sunroof opens and closes; the top strip has a "U" cross-section and clips to the sunroof itself. If you grab these hard plastic strips - not the bellows - at the front of the sunroof and pull them toward the center of the car they come right out. Slip a finger or two behind the bellows (outboard, between the bellows and the frame) like the guy in the video and the whole thing comes right out, even though the sunroof is closed.
Because the sunroof is closed and not popped open, the six torx screws holding it in place are harder to see and reach, but it's not impossible. Definitely easier if you can pop your's up in back. If your sunroof is stuck open you won't be able to reach those screws (or I suspect remove the bellows) so it seems you folks are stuck with removing the headliner.
That's it! Now I have to order new cables and some grease and wait for a sunny day to finish the job. Several body shops and a place called "Only Mercedes" all told me they don't do sunroofs because it involves removing the headliner, etc. and I should take it to the dealer. These forums and my desperation/willingness to risk breaking what are essentially trim pieces just saved me a ton of money. Thanks, everybody - especially thanks to brandwooddixon of mercedesclub.org.uk for the invaluable instructions.