It happens VERY quickly--the first eggs will be adhered before the last are laid, and you don't want to disturb the female during the process.
I would leave them. I always leave them to incubate, and only remove slugs, or bad eggs as they show up. On the last couple of days of incubation, when the eggs begin to dimple and sweat, their texture changes, and they are usually easier to safely separate at that time--they seem, to me, to come apart much easier at that time, so that's when I pull the eggs out from underneath so the babies won't pip into other eggs.
There is a small risk that the roughened spots where the eggs are pulled apart could compromise the bacterial/mold barrier, so I prefer not to do it. With bad eggs, it seems there's also a point at which most of them are easier to separate from the others, though not always.