Gluing concrete blocks for landscaping
For the three or four concrete block retaining walls I've built none of the concrete block manufacturers mentioned using glue. I have used concrete glue for capstones and the pavers that sit on the retaining wall.

For the largest wall I've built - a little over three feet tall max height - I used a Versa-lok (not an endorsement) type block that used pins. 

The most important tip I can pass on to you is - build a wooden model that is the exact shape and size of the block you will be using. Use the wooden model in place of an actual concrete block to level the gravel in your footing. 

Leveling the first row requires leveling the gravel, putting a block in the hole, checking level, take the block out of the hole, level the gravel, put the block in the hole, check level, etc. It's a lot easier to move a 2 pound wooden model of a block than a 35 pound block.

Glue Drawbacks
Since I don't build retaining walls for a living I tend to make mistakes and have to re-work sections of the wall. Or, I'll discover a better way to do something and need to take blocks apart. Once, my wife decided she needed me to add steps to a section of the wall...

My concern with gluing blocks is that if you have to pull the wall apart to adjust a section it will be a big mess.

You dig your footing, lay in your base gravel and then lay in your first row.
As you put in your second row - gluing as you go - and you find that you have a section glued in that you'd like to adjust. Even if the glue is not dry pulling it apart will be a mess.

I would have to figure out a way to add the glue only when I knew everything was perfect.

If after the wall is complete the ground settled  - heaven forbid - and the wall needed repair or you wanted to modify the wall for some reason it would be very difficult to disassemble.

Application
Here are the instructions for Loctite landscape glue (not an endorsement)  

Preparation:
The temperature of the adhesive, the surfaces and the working area must be between 0°F (-18°C) and 100°F (38°C). For smooth,
fast, easy application during cold weather, store adhesive at room temperature (70° ± 5°F) 24 hours prior to use. Ensure surfaces to
be bonded are clean, structurally sound and free of standing water, dust, grease, oil and/or other contaminants. Pre-fit all materials
prior to applying product. Cut off tip of cartridge at 45° angle to desired bead size. For exterior applications, the recommended bead
size is 3/8” (9.5 mm). Puncture seal inside of nozzle.
Application:
Apply a continuous zigzag bead to one surface to be bonded. Apply the adhesive at a rate so that the materials can be positioned
and fastened within 15 minutes. All projects may require support until adhesive has cured. It is recommended that all foot traffic stay
off of paver stones or retaining caps for at least 24 to 48 hours after installation and heavy traffic for approximately 4 to 5 days after
installation.
For Landscape Blocks:
When installing the cap onto the final course of landscape blocks, apply approximately 2” in from the front and 2” in from the back of
the cap to be installed.
For Concrete Paving Stones:
Apply an “S” shaped bead to the back of the stone to be installed. If using old concrete, clean with a 20% muriatic acid solution, then
rinse with clean water and allow to dry prior to applying adhesive.

Gluing the side of the blocks
You don't need to glue the sides of the block