I've just rechecked it and it works. I wrote the steps correctly. Did you turned on the low beam headlight (not the parking light)? And do not release the Sel/Reset button until the 6th step. I've tried it with door open and secured handbrake and it worked. Try again!
For those who did not manage it: The needles (Rev, Fuel, Engine temp) go up to the max, then back. All indicator lights are flashing and the upper part (speedometer, Rev and Eco LEDs) flashes as well. Beeping test sounds as well.
There are some other tests with the climate but they are for service personnels: Ignition in I position. Hold down both the Auto and Recirculation buttons then turn the key to II. position. The A/C system checks itself. With pressing the mirror/rear windshield heater button you can change the data.
There is another test case I do not remember now but I will check it. It is about the outer and inner temp and the position of the airmixing doors inside the dashboard. It shows the % opening of the airmixing doors that distribute the air. Not so spectacular.