I just fixed this on my ML and thought I would do a quick DIY to help those who have this issue. The issue is your screws just twist, but the bolts dont come out!
NOTE: I'm not a mechanic, this is just how I fixed this using the information I dug up online. It worked for me and I thought I could share some lessons learned. If there are better ways, please post, otherwise, this is just a description of what I did, as common sense goes, im not responsible for any DIY's gone wrong. That being said, if you are some what handy, you should be able to pull this off.
First you need to get the parts from mercedes, there will be 4 new bolt sockets, its around $15 for all 4. Ignore the bolt in this picture, its the wrong size, but this shows the part you are looking for. These are self tapping, basically, once you get the old ones out, you pop these in, thread a bolt (tight) and it will bulge out and hold itself:
To start, open the liftgate and remove the rear brake light cover. There are little plastic clips on the bottom that can break, so remove this by gently squeezing the bottom sides together and pull the cover up and out towards the front of the car:
Notice the little plastic clips on the bottom (i broke mine off so be gentle):
Now remove the back plastic gate cover. The first step is to remove the inside latch cover. Do this by removing the screw, then gently pushing the cover up about 1/2 and inch then it will pop out:
Here is a view of the little arms of the latch cover, this is why you cant just pull it off:
Next - As mentioned in this thread, there are pressure clips that can break, these can be replaced if needed. There are also 4 plastic clips on the top so dont just pull the top of the plastic cover back.
I would recommend starting with the two clips on the top outside, these nubs will pull out.
Next gently pull the outside plastic cover back, you will hear pressure clips start to pop. Leave the top until the end. Once you have all the pressure clips popped (you can tell by being able to lift the bottom of the plastic up about a foot from the door - dont pull it up too much).
The final step is to lift the plastic cover straight up (NOT OUT) but up along the door/window). This will unhook it from the top, here are some detail pics below:
Here is a view of the hanger clips on the top of the plastic cover, this is why you cant just pull the top out:
These are the pressure clips, I broke a couple, but there were still enough to put it all back together, if you want, order a few extras from your Mercedes dealership. The dealership I went to were really great, they had the parts and were very helpful.
Here is the a picture of the tailgate with the plastic cover removed:
Now that you can see the back side of the bolt, put a large set of grips on the back to hold the bolt socket and twist the screw on the front out. You may need 2 people depending how locked your screws are. I had to put vice grips on both the socket on the back, and the screw on the front.
Once you get the screw out you are left with the bolt sockets. I found the best way to get these out is to drill them out, the crush the backside and push them through the inside and out. BE VERY CAREFULL as the holes are octagon shape, you want to drill out the socket, not your car tailgate.
Here is a pic with the bolt still in:
Once drilled out you are left with this clean hole:
Now put in the bolt socket and thread in your bolt (hopefully you could re-use your old ones. If not I just bought some new ones at the hardware store for 25 cents each. Just make sure you buy METRIC size bolt (M6 I believe). Then I recommend putting some oil on the threads to prevent this from happening again.
Without the plate on, thread the screw into the socket, hold the back of the socket with plyers, and thread the bolt in VERY tight. As you tighten it, it will expand and hold in place.
Now backout the screw, put some oil on the treads, and put on your plate.
Last, the plastic tailgate cover back on, and all the parts. INSPECT all the pressure clips, replace broken ones. Also - INSPECT the pressure clip holes on the tailgate, you may find broken pressure clips still in the hole. Use needle nose plyers to pull out.
Be careful as you push the plastic cover on, make sure you hear all the pressure clips snap, this will prevent rattles.
That should be all - let me know if anyone has any feedback, This was a trial and error for me, but now that I know how its done, it should be an easy job.