Grundig made several versions of the 500 over several years, so your edition may be "special"; but generally, its just a matter of removing the rear half of the case (screws) then carefully examining the exposed circuit board and speaker for more screws that secure these parts to the front half of the case. Generally these screws are marked with a dab of paint as a staking agent but this can also help you locate which screws need to be removed. Keep track of "which screw goes where" as they are probably of different lengths and/or diameters.
You can replace 6 "C" cells with a 9 volt battery, but you probably won't be pleased with the short battery life of the 9 V unit.
Can't help with the "official" dial cord routing but this set just has one tuning cord so it shouldn't be too tough to puzzle out. I would use 20 lb test woven nylon fishing line (not monofilament). Wrap the cord around the drive axle (tuning knob shaft) 3 times. The only thing to watch out for is to make sure that you have the tuning cap and dial indicator synched before you start stringing (tuning cap fully closed, tuning indicator at "low" end of scale) and wrap the cord around the drive axle in the direction that drives the tuning cap toward the "open" (less capacity) position. If you don't like the way the set tunes you may need to reverse the cord winding direction on the drive axle.
This is a lot more words than the problem is worth- if you just look at it, you will be able to figure it out with no trouble.