Your feeling is right. You can start the engine over without plugs in it, but the reason for the warning is you could ignite the fuel vapor that is lingering around in the combustion area. Be careful and you will be OK>
Yes, you can check for spark on the coil that way. ONe thing to remember, It might spark out of the head, but once under compression fail.
The reason is the spark will follow the least path of resistance.
ASE CERTIFIED MASTER AUTO TECHNICIAN
MERCEDES SPECIALIST 11 YRS