I'm planning to connect 2 LEDs directly to my Pi 3's GPIO pins using only the LEDs and a 330 Ohm resistor. Can I accomplish this task without damaging my Pi?
I don't want to use a breadboard or any other PCB for this simple circuit.
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Yes, you can connect the LED safely between any GPIO pin that is set for output and the ground pin. For something like this I recommend a setup where you do this for each LED you are adding:
You now have an LED that is short-hardened with two wires coming off the bottom. A nice neat package.
Use whatever app you want to set/unset the GPIO output voltage high/low to switch on/off the LED.
Good luck! I hope this helps!