I wouldn't do that if I were you

There's always a possibility that something can go wrong (i.e. short).
But then again, if you have a bag full of fuses then it will be alright!
Think about it this way: It's either you shut off the amp to replace the speaker cables and go on with your comparison or you take the top lid off the amp everytime the fuse blows, then replaced the cables, then doing your comparison (assuming that all is well at this point), but on the back of your mind you are wrestling with the "anxiety attack" that maybe something got damaged along the way. It is your choice!
