If you search this group, there are lots of shared experiences for this situation.
The bottom line is yes, you can enter thailand on a visa exempt/tourist visa and then bounce out and back in again once your dtv is granted. However, it comes at a risk of your application being rejected if they find out. For eg you are asked for further documentations to prove youre still in country (scan of every page of your passport) or an in person interview. It is advised to stay where you are until the visa application is granted, leave at your own risk