OK so there is a lot to be said on this subject and I have to admit I put about 20 hours into mine if not more.
1) I just bought some cool projector LED type lights on Amazon, they are great and were very inexpensive.
2) Orignially I simply wired them into the dome light at the dome light itself and ran the wired down the windshield pillar on the passenger side and into the dash - simple enough. To install the lights I removed the door cards and cut a hole the right size and popped the lights in located in the lower outside corner. I ran about a foot of wire and installed a connector so if I ever want to remove the door card again, I can do so, the other end of the wire I fished through the flexible wire chase tube between the door and the body. I did this using the Mercedes flexible transmission dipstick, a great tool for pulling wires.
3) This created issues: When I hit the remote unlock button once it would unlock the drivers door and turn on the dome light , and therefore the puddle lights just as intended. However when I pushed the button again to unlock the passenger door, the SAM for the remote would ignore it so I could no longer open the passenger door or trunk from the remote - this also rendered my smart top module useless. I went through everything over and over before I realized that the SAM would not respond to the remote until the dome light timed out and shut off, then it would work again. I disconnected the puddle lights and the remote worked again... I ran a separate fused wire from the yellow wire on the stereo, this is power to the stereo memory and is always hot regardless of key position, I used this to supply power to the lights and used the dome light ground circuit to switch the lights on. It worked but again rendered the remote useless.
Looking online I found a company who made lighted door sills, I found their installation instructions and found that they were powering the lights with a separate fused line run to the battery and using the door switches which go to ground when opened to provide the ground for the lights. I tried that - same issue.
Looking at the schematic I found that most things on the car have constant positive and are switched on or off by the control module by switching the ground and most of the inputs to the control modules are ground signals. The car also controls it's systems on a can bus and from past experience with can bus cars (I am a professional mechanic specializing in German cars for 40 years), anything on the can bus with poor connections, increased resistance or loads in any way at all will cause the control module to behave in unpredictable ways.
4) I used the stereo constant lead with an in-line fuse to provide power to both lights, I then installed pin door switches just below the factory switches. These go to ground when opened and complete the circuit to the puddle lights and are completely independent of the SAM in the PSE and the entire can bus. If they fail they will take nothing out with them and can no longer interfere with anything else in the car and work perfectly.
These are the type of pin switches I used, I just picked them up from the local car stereo and alarm installer as it was simpler to walk a block than to order them