If you’ve never sourced repair parts for a reg and had to remove it from the gun to do a full rebuild or outright replace a broken one I wouldn’t chance adjusting for lower pressure with air in the gun. That there is a task for seasoned folks, folks that can easily rebuild a reg in their sleep.
ive rebuilt a few regs now and to date am very familiar in their function and design, and I still always degas the gun, close off the regulator up to 80%, refill gun with air and work up to my new desired pressure by slowly opening the reg adjustment screw.
Some reg parts are not easily acquired and some regs can be tricky to get to and rebuild. Not to mention I don’t feel like throwing away $100 to $150 towards a new replacement reg cause I was trying to take a shortcut, so I don’t chance it by skipping the simple task of first de gassing the gun.