This is a contentious area -- how often to do certain kinds of maintenance, etc. It might be safer to start another oil thread!
The challenges we face are almost all due to the fact that we are working on 20+ year old cars that have not had maintenance in some areas ever before in their lives. Some parts will be frozen with age. A follow-up frustration is that we, the current owners, will probably never have to do that particular maintenance step again on that car (so anything we learn will not help us, although it may help someone else).
Some maintenance projects are inherently riskier than others. Oil cooler lines are one of the better examples of a risky procedure because of the metals that are used. If the lines aren't leaking it's probably better to leave them alone; if they are leaking, it's better to deal with them on your time and in your own garage than try to squeak out a few more miles and get stuck along the road somewhere.
Other items are more open for argument. For example, every time you change glow plugs, there's a risk of the old plug being stuck. Do you minimize this by disturbing the glow plugs as few times as possible (by changing only the bad ones) or do you change all of them at once?
Are there ways to minimize the risk next time? Anti-seize on threaded connections? Proper choice of replacement parts? Substitutions? This is why we have the forum, so we can discuss these things and learn from each other.
Jeremy
__________________

"Buster" in the '95
Our all-Diesel family
1996 E300D (W210) . .338,000 miles
Wife's car
2005 E320 CDI . . 113,000 miles
My car
Santa Rosa population 176,762 (2022)
Total. . . . . . . . . . . . 627,762
"Oh lord won't you buy me a Mercedes Benz."
-- Janis Joplin, October 1, 1970