Yes, it can be done with the manifold in place. Cylinder #3 is the worst because it's behind the bulk of the I/P. I have never done it but I've been told it's possible.
HOWEVER, it will take you so dang long to do it this way, it is much easier and faster to just remove the intake manifold! It's not as hard as it looks. Also, the fuel injector lines do NOT need to be removed. The manifold slides out with the lines in place. Since the intake gasket tends to fail relatively often, I'd pull the manifold, do the glow plugs, and you'll get a new intake gasket out of the deal at the same time. It took me 3-4 hours when I did it.
While it's apart, you may consider doing the I/P vac shutoff box - this is a major PITA to do with the manifold on, but takes 10 minutes with it off. Removing the ALDA speeds it up even more. Now would also be a good time to remove the cap on top of the ALDA if you want to adjust it in the future. Photos of when I did this job are at this URL:
http://www.meimann.com/images/mercedes/OM603_intake/