Yes - you need to remove any related Memory Images before modifying a UDT definition. Bad things can happen. That is one of the holes I am trying to fix for 2.10.
Before modifying your UDT, you can capture the values in a Memory View after writing the Memory Image to a PLC. However, there currently is no way to "import" that data back in. You will have to re-enter those values after modifying your UDT.