I don't use the BS3 platform. That said the answer depends a bit on you and the tools you have. The factory method of disconnecting timing wire is to ensure that the ECU doesn't change the desired timing while you are trying to check it. If you have tuning software and can set a fixed advance at idle, then no you don't need to unplug. Just verify that the advance you told the ECU to use is what you see. If you don't want to break out the tuning software or set a fixed advance at idle value, pull the wire and confirm you are getting the desired zero degrees.
I'd use the first method, but if I did unplug, I would still check that once plugged back in that the commanded and actual timing matched.