If you realize that your baby has leaked through her diaper in the middle of the night, by all means change her diaper and PJs. If she wakes up when you do and cries upon being placed back in her crib, just do your check-ins according to the method you've chosen until she puts herself back to sleep. If your baby has a tendency to leak through her diaper on a regular basis, make sure that you are using overnight diapers in the proper size, and you may want to consider using a diaper insert - or even a high-absorbency maxi pad! - as extra insurance. You can also "double sheet" the crib, so that if she wets the top layer, you can swiftly pull it off and you'll have a fresh dry layer of sheeting ready to go.
What if my baby leaks through her diaper?