I wear glasses and did EMDR for several years. Because of my issues of touch, I used sounds for my treatment. I kept my glasses on, because I wanted to see the T (cautious) and didn't feel safe with my eyes closed. Also, I knew the T would be staring at my eyes.

I guess it depends on how you feel without your glasses, if this calms you I'd wear them. If you feel there's a barrier I'd mention that and then choose what best.