Yes, when sudo is being updated with VGP local changes to the file can still be made. When doing this please note the following:
The VGP controlled entries are found between the following two lines:
# VGP (vgp_sudoext) Sudoers Section Start ( DO NOT EDIT! )
# VGP (vgp_sudoext) Sudoers Section End
Make sure that any manual changes are not made in between those two lines.
Also, the group policy can be configured to completely overwrite the local sudoers file instead of merging in the VGP configured entries. Make sure that this option is disabled in your group policy. See the following KB article for more information: