I also keep my cornrows in for 4 weeks at a time, and regularly co-wash and DC with them in.
My hair is not prone to matting (I wouldn't have this reggie if it was), but just to be safe, I'd suggest you remove the cornrows on dry hair. I think it'll be easier for you locate the matts or tangles when your hair is in a dry state. If you come across problem spots, I'd apply a slippery product of some kind and slowly de-tangle with your hands.
After I remove my cornrows, I do an overnight pre-poo using Chicoro's recipe (ACV, oil and EVCO) and finger detangle in the am before I shampoo.
HTH