Rule of thumb is you can up the regulator (although difficult) but you shouldn't try to adjust it down with pressure in it. With the pressure release screw on the bottom, why not bleed it out first? Makes turning the brass adjustor a lot easier.
I thought I read somewhere what you said about not lowering the pressure when it is aired up but was not sure if that was just the gun that they were working on an FX impact I think if I remember correctly. I did what you said and let the air out, it was much easier that way.