That's the problem right there- when the bolts rust up they'll spin in the black plastic bracket. Sometimes the bolts can just be chiseled or cut off to make this work. Replace the bolts when replacing. If the old one's getting thrown out, you can get more destructive and break the black plastic to get at it.
If you have just a lens, you can quite likely remove the grille and pry away the old lens, and then glue the new one in place with clear silicone. Not hard to do right on the car, without taking apart anything else. On my 87 the lenses were both completely loose when I got it. Someone getting moisture out of the lights no doubt.
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Rob Bareiss, New London CT ::: 86 244DL, 87 244DL, 88 744GLE, 91 244: 808K total