Well, kind of. I am using the MBM P/E set for the car, and the screens that cover the headlights are held on by zip-ties. You can see them here in this photo (they're the little strips numbered 4):
Shown here on driver's side headlight:
MBM; MODEL CONSTRUCTION MÜRAU; MODELLBAU MÜRAU; PHOTO-ETCHED SUPER DETAIL SET FOR MERCEDES BENZ 450SLC; 1:24; MBM029; MBM 029; MBM-029; PHOTO-ETCHED PARTS; PROTECTIVE; WINDSCREEN WIPER; 280SE; 350SLC; 500SL; 500SLC; DETAILSET; MODELMAKERSHOP / MODELMAKERSHOP
It's a nice set, although I couldn't get the brackets for the bumper lights to work.