If you have to, it shouldn't hurt to run the engine for just a moment without the air cleaner. I would check the rest of the exhaust first, though. Leaks tend to leave black carbon deposits on the pipe, so that's the first thing to look out for. With the car raised securely, check the exhaust. If you can't find any telltale carbon deposits, start the engine and run your hand along the length of the exhaust with your hand almost touching it. You should feel exhaust gases hitting your hand when it passes over the leak. If you still can't find it, then remove the air cleaner and check the head pipe. Usually, exhaust leaks that close to the engine will make a ticking sound. If the leak is in the head pipe, I would suspect either the flexible portion of the pipe or the area where the pipe mates to the turbo.

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1982 300D, black w/ palomino leather, 203K
2001 E320, champagne, 105K (Mom's)
1999 Dodge Dakota, squeaky & battered, 142K