It's no big deal to remove all, or all but one string on a guitar, right? Cause my B string needed changing...then I started noticing a few others...
I find it easier to change one at a time it makes it easier to know which one you want to change so you dont mix any thing
I take them all off so i can clean the neck and fretboard.
I typically change them all at once, you need a fresh set every now and then.
Won't hurt a thing. Go for it and while you have them off give your fret board a good cleaning.