I had some welding done on my bike (2014.5) and was similarly concerned about frying the KLR's "advanced electronic systems". The welder had worked on KLRs may times before, encouraged me to disconnect the battery leads and did grind off a little paint to get that good local ground (mentioned above), but he didn't think that it was necessary to disconnect the CDI (Igniter). For what it's worth, in this particualr scene, nothing got fried and the bike started fine.
I may be mistaken, but I think that the Igniter unit is located on the right side of the top fairing - it's easy enough to unplug, but such a pain to get to it unless you already have the top fairing off, it might not be worth the effort.
Good luck!