Not really meant to on original VW injectors, I've seen some Bosch ones without this and they seem to work fine as Conker said.
I bought Bosch ones from GSF for £30 each and they had the ends, I think the end part controls the spray pattern so without it, you might have some rough running. No harm in trying it tho.
Hard to say whether putting it back on will be ok or not, I'm sure this part can fall into the inlet manifold and probably jump around the valve stem which is not good.