Pictures of the stock H7 bulb with the metal retainer on the bottom. This metal retainer is what is used to secure the bulb to the housing, which is different to how bulbs are usually secured. AFAIK, bulbs are usually clamped to the housing, but in the SLK, it uses this metal retainer. Stevenlau had to dremel a hole in the metal retainer to fit his bulb in, but I decided not to make any changes to the metal retainer just in case I had to restore to stock halogens. The tabs outlined in red are what are used to lock the bulb into the housing. The bit outlined in blue denotes the bottom of the bulb/retainer assembly. The small metal bit on the left forces the whole assembly to only go in one way, with that metal bit on the bottom.
Pictures of the HID bulb. As you can see, because I didn't want to make any changes to the metal retainer, I decided to cut the wires leading to the bulb and replace with crimped connectors. This lets me insert the HID bulb into the metal retainer(without modifying the retainer), then connect it back with the cut wires on other side. If I didn't cut the wires, I wouldn't have been able to fit the wires connected to rubber grommet through the hole in the metal retainer.
Pictures of the HID bulb fitted to the metal retainer. As you can see in the pictures, with the way the HID bulb is constructed and because of the metal bit which forces the bulb to be only mounted in a certain way, this means that the metal strip on the topside of the HID bulb is on the top side. Wasn't sure if this was the right orientation because on other installs I've seen in other cars, the metal strip is on bottom side. Checked with Dan and -1-, and they both said that on the factory xenons, the metal strip is on top, so I guess its all OK!
Here's the dustcover after I had modified it to fit the rubber grommet. All I did was drill/dremel a hole in the dustcover large enough to fit the grommet, then inserted the grommet into it. Easy as pie! I was going to seal the edges with silicone, but the fit was pretty tight, so I just left it.