Hello,
I think it would be safer to connect the various Vdd and Vss pins according to the data sheet. I can't see that there is anything to be gained by not doing so, and this may avoid side effects that may not be immediately apparent. We don't know what intrinsic diodes may be present between the internal modules. The power required by the CGM PLL and the ADC should already be reduced when not enabled.
You can probably omit the CGMXFC filter capacitor when the PLL is not used.
Regards,
Mac