Changing the halogen bulbs looks easy enough on the manual guide but doesn't include instructions for bi-xenon bulbs, it ask to refer to a specialist.
I went to the dealership and they wanted $85 to do it because it's more complicated.
Anyone know how to change the H7 bulbs?
I'm not sure how old your CLA is, but I would expect it's not that old given that 2014 is the first model year.
You should be within the warranty period where a thing like this should be done for free. There is no way a light bulb should wear out that quickly except where that bulb was not correctly used or had a manufacturing defect.
I do not recommend trying to figure it out yourself because that would invalidate the warranty. Go back there and complain, this is a Mercedes-Benz CLA250, not a Chevy Cruze. You paid for a premium car, you should get a premium car and the service to go along with it.