I take the glands off first thing, and with the same knife. Never an issue, but you do take a bigger swath of the area off around the glands, and never pierce the skin near them. Plus if you bow hunt, they are great to keep in a baggie to use as scent blocking.

I find that a lot of new hunters when the take off the rear legs while skinning do not take it at the right knuckle, and then you risk the animal not being able to hang off the rear tenon. That is a quick important one to learn.