I think you can leave them on, but off the top of my head am not 100% sure.
Where do you live? I bought the centering screw for the steering box and can let you use it for a small fee.
Note: this was for my 115 which had a steering box with a 116 part number so it will work.

__________________
63 220S W111
76 300D W115
2013 VW JSW TDI M6

previously-
73 280 SEL 4.5
86 300E 5 speed
2010 VW Jetta TDI M6