According to UKY................. It should be OK to do this
"I had a talk with one of my friends working as a MB mechanic and he happend to mention NOx-sensor failures,
particularly the rear one. One of his customers have had repeated failures and replacements.
Eventuallay, he learned that the problem was accumulation of condensated water in the (cold)
exhaust system
When driving, the NOx sensor is heated by its supply voltage, and when the driver makes a sudden movement
the cold water hits the sensor and destroys it.
The advice from MB support was to drill a small hole ~3mm at the absolute lowest point
of the exhaust system where water could accumulate. "