I agree on othe Injector Return Lines; they are going to need to be replaced. Even if you got them off OK if reused even if one of them came loose later it would be a Big Pain and the loss of Fuel could exceed the cost of the New Hose.
Just give them a Yank and worry about getting the rest of the Hose off of the Injectors after the Injectors are out.

Clean your Engine off before starting if it is dirty.

Unless Injectors are rusted in place (unlikely on your Engine where everthing is more enclose) no need to remove them Hot.

Not needed but if you wanted to you could put a little Neverseeze type compound on the outside Injector Threads. That is more useful on the older Engines.

I noticed when you drop Heat Shields down the hole they tend to fip over and over and may or may not land on the side you want. It it Better to slide them over a Phillips Screwdriver of other similar item and stick that to the bottom of the Hole and let your Heat Shield slide down the Rod.
Even then it is a good idea to get a strong beamed Flashlight and look down and check that they are right side up.

If you have compressed Air before you re-install the Fuel Injection Hard Lines blow them out to remove any possibility of dirt getting into your rebuilt Injectors.

I have been know to tape over Plastic Bag the Injector ends of the Hard Lines because while you are attaching them to the Fuel Injection Pump the tops are polking all over and have a chance to pick up some dirt from the Engine.
When I did that on the Job I used Cap Plugs; since I did not have to pay for them.

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84 300D, 82 Volvo 244Gl Diesel