You need M14 bolts.
Have you tried one of your VW bolts in your Merc wheel? You may need to get them drilled out to accept 14s (luckily 14s fit in mine) and you may need longer ones.
If you're really unsure, take a merc wheel and a VW bolt to a local alloy wheel shop and they'll work out what you need. If they're too long and wreck your brakes or too short and fall off, its their responsibility. If you guess, you could have a costly bill in front of you.