exhaust leak

Quick question. I have an exhaust leak at the thermo couple. It is due to not being able to tap the manifold due to a lack of space. I need to get an extension. So I used the clamp instead & it leaks now. My question is, I have read that with a diesel an exhaust leak is not a big deal. I need to deal with it but don't have the time for a week or so. Is it really not a big deal, or should I drop everything and get this taken care of? Thanks!