My UK sourced RHD Mercedes CL500 has the rear fog light on the right. Swiss rules (I'm sure they're the same across Europe) say it must be on the left side, both sides or have no fog light.

On my VX220 I just removed the bulb and had no problem.

The Mercedes is a little more complicated. The lights themselves are identical, and so are the bulbs. The only difference is the wiring, where the one on the left side is missing a wire up to the block connector.

I can't take the fog light bulb out as it's one of those dual filament bulbs, with both the regular and fog lamp together in the same bulb. I could replace the bulb with a single filament bulb, but I think I'd then get a warning on the dash.

What I'd like to do is switch the wire from the right to the left, or even better duplicate the wire so it goes to both sides. But this would mean putting it into the left block connector and I not sure how this should be done reliably.

Any advice from you soldering/wiring experts?

I would be inclined to find a convenient place you could connect into the existing rh fog light wire by removing a section of the insulation and connecting a wire to serve the lh fog light by soldering and then insulating the joint by either heat shrink sleeving or self amalgamating tape.
You would then have two rear fog lights.
I don't think this would upset the bulb monitoring system.
If it does you might have to feed the lh fog light bulb thro a relay.

That's the easy bit. The difficult bit is feeding that wire into the left block connector, at least I'm not sure how to do it.

You may have to byepass the connector and feed the new cable into the back of the light fitting where you can solder it to the correct position on the pc board to light the bulb.

Friend of mine has said I could cut all the wires, use my own block connectors to the block connectors and swap them over.

Yes you could do that. I just prefer to do the minimum necessary.
It really depends how original you want to keep the wiring.
Would it be possible to obtain the correct connector block?

That would be better. I don't think so though. Mercedes are likely to only sell the whole wiring back to where ever in the car this plugs into.