It is much better to run a generator under load even when doing monthly exercise, prolonged repetitive exercise runs without load and without giving the generator time to come up to temperature is a recipe for wet stacking and carbon build up as well as breakdown of engine oil. Having said that you should have no problems with running with light or no load the majority of the time on these smaller air cooled diesels, however as a good rule of thumb you will want to have it loaded down with 75%+ load for at least 1 hour in 10, more would be better. There are any number of relatively cheap options to provide test loads, one of the most portable and relatively cheap are 1,500 watt hair dryers (these are often available for under $10 each at dollar stores), another good test load are 1,500 watt portable heaters, perhaps a bit more expensive than the hair dryer option, but likely you already have one or two around the house. For slightly larger generators old electric stove cooktops make for cheap load banks.
Ike