re:  does anyone know *for sure* if 15" Mercedes steel
wheels will fit a Vanagon properly without modification?

Whether they fit or not, I think the problem may be
availability.  The last MB's to come with steel wheels were
'70s models and they were all 14-in sizes.  The changeover
to 15-in sizes occurred with the 126 S-class in the early
80s and the 124 E-class in the mid-80s and I think these
mostly all came standard (in USA) with alloy wheels.  Any
15-in steel wheels you may be likely to find were probably
special-ordered to mount snow tires--a smaller population
for sure.