There is a chance the plug end can break off during removal. I would't touch them just for this reason.Pull the glow plugs and crank until you see a mist of fuel coming from all 4 of the the glow plug holes. Easier and faster to crank that way. Put the plugs back in and presto!
I find that they tend to break off if they've are already burned out and have been surrounded by carbon. I think its better to take them out before you need to...then change them to the updated configuration.There is a chance the plug end can break off during removal. I would't touch them just for this reason.