You can in the short run, but I'd replace the thermostat. You'll never reach operating temp, especially in the winter and performance will suffer...
Keep in mind that diesels operate at their best at operating temperature. I've removed t-stat's in my big block Chevy's but only in a pinch. They didn't run as well as they should and at times actually got hotter since the coolant never had an opportunity to cool down (in painfully hot weather). I've never pulled one and left it out in a diesel.
Main issue is why do you want to pull the t-stat?