I replaced my rear brake pads and brake line yesterday.  The repair manual suggests removing the exhaust before taking off the caliper.  Because this is a pain (and I didn't have spare exhaust gaskets), I didn't do this.  I was able to complete the whole procedure, except for one problem.  I was not able to get a torque wrench onto the banjo bolt.  I tightened it with a wrench, which I think is fine because the required torque is relatively low.

I was wondering, do you usually remove the exhaust when working on the caliper (or replacing the brake line)?

I managed it without removing the `zorst, cant remember if I torqued up the banjo-bolt though. They dont have to be very tight, just snug enough to make a seal against the copper washers. I some manuals dont qoute a torque figure, they say (for example) finger tight then turn through 90degs......If its not leaking or becoming spongy I wouldnt worry about it.

I don't remove anything I don't need to.
Cuts into my beer drinking time.

I just pull the pins,take out the old pads,use a wedge to push the pistons in the caliper,drop in the new pads,install the pins and ride away into the sunset.