My advice would be: don't do it. The reflectors of lights designed for halogen bulbss are totally different than for gas discharge bulbs, so you will get a poor light pattern and annoy other drivers.
I think you would get a fairly good result.
The lamp units for normal lamps are projector type units, with lenses.
If you remove the normal lights and retrofit a HID unit you should get a good result.
Even mercedes retrofits HID's in these units.
I would doubt that any European Mercedes-Benz dealer would slap an HID adaptor on a halogen projector unit......even externally these are different on the ones fitted at the factory (never mind the optics) plus in Europe all HID lamps have to be self-levelling and have washers, which the halogens do not have. So if they did that, the TÜV or similar test would get them into a lot of legal problems.
So yeah it can be done legally, by changing your lamp units for OEM HID ones, adding dynamic headlamp levelling and washing to the car and possibly some electrical changes. The cost would probably be 5 times what the option was originally though.
I know someone in Edmonton who put HID cheater bulbs in his smart fortwo (non-projector beams, but the principle is the same - HID and halogen light sources are totally different) and the results - according to him - were awful. Shorter range, poor beam control. The H-7s were better.
The light on dipped beam with the standard bulbs is a bit disappointing.
Main beam seems fine though.
Can't see why washers on on HID lamps would need to be a legal requirement.
In the Netherlands washers and automatic adjusters are not required if the car is manufactured before 1-jan-2007. Xenon (HID) retrofit kits would cost about 250 Euro's here.
The detection of a broken lightbulb would have to be fooled when retrofitting.
Works if your car has this option "Exterior sight & light package" which includes "a windscreen with a blue filter band, automatic headlamp activation, headlamp switch-off delay, an automatically dimming interior mirror, locator lighting and a bulb failure indicator"
Hm I have all those above options as standard on my "08" version perhaps it has now got the 'broken bulb detection' feature.
Time (or a blown bulb) will tell