I guess when you wrote MGDGD you meant MGDG, right?
MGDG, DGDG and SQDG glycolipids contain a lipid moiety and a sugar moiety. Alkylation of sugar moiety can be done by several procedures, exactly those used in carbohydrate chemistry. You might want to try and search the one most suitable for your needs and purpose.
My experience with derivatization of (sugar) carbohydrates involves acetylation with acetic anhydride in mild acidic conditions. The mild acidic conditions are not strong enough to hydrolyse the sugar residues, and the yield of derivatization reaction is complete. It is a fairly easy and straightforward procedure. My advice is for you to try the procedure with less valuable sample before implementing it to your glycolipids.