we've never had trouble and have never bothered to disconnect. Nothing is going to screw with the PDM and you can't disconnect the Pod anyway. You'll be fine.
It really depends on how quickly you develop ketones. My son never gets them, so we just disconnect and periodically go to the locker (where the pump is in an insulated bag, with no ice) and bolus for any highs. It's never an issue as he's always low but we make sure we cover all the food he'll eat as he will skyrocket later from the day's worth of missed basal. .
If you are very ketone prone, many doctors will suggest you do a shot of lantus that morning (or the night before) to cover all your missed basal for the day, essentially just keeping your pump for food boluses for a full day. Most people can go for an hour or two before having to reconnect and making up the missed basal, so that's also an option. Just leave the pump like we do, in the locker in something to prevent it from overheating, and return periodically to bolus for missed basal.