The ceramic tips are prone to breakage that's why the change to steel tips.
You could leave them in, but they still break, drop onto the piston and bounce around only long enough for the first piston upstroke.
Be very careful during removal, VW used no anti sieze of any type. When I swapped mine the last of the four broke free of the taper seat, started out OK, then began to get stubborn. When it wouldn't spin back in as easily at it had come up to that point, I knew the thread had picked up.
I continued to remove it watching my beam bar torque wrench. I figured I'd need the head off or I'd be lucky. Either way going back in with that glow plug was not an option. The wrench pointer never showed over 40 lb*ft but that was all that was needed for the aluminum head thread to be wiped out. I finally got that plug out.
The bottom half of the plug thread was scrod (past tense of screw, and you thought it was a generic fish) meaning the top of the head thread was equally fubar.
The new steel plug went in, caught the lower turns and seated properly with the required 15 lb*ft of seating torque.
If your change is to the steel tipped plugs, leave the harness disconnected until the ECU is re-flashed to output the lowered voltage at which these plugs operate. Keeping the ceramic tip plugs higher voltage setting will quickly, like within seconds, burn out the lower operating voltage steel tip plugs.
Don't forget the other problem with this BHW 2.0 PD engine, the chain driven balance shaft assembly. Fred's (tdiclub.com) has enough information on both of these issues to make you wish you'd bought a Kia instead.