Iv'e heard that if the floyd is held up, by say, lolly sticks that if the strings are removed from the fyold, then when the pickup has been replaced I could simply put the strings back into the floyd rose? wouldn't this mess with the intonation?
If you keep the tension on the Floyd with popsicle sticks or wood, you should come out about even in thew end. Minor intonation or bridge adjustments may need to be made, but nothing major.
If you have a recessed Floyd all you need to do is remove the trem cavity cover on the back and pull up on your Floyd and pop the springs out the back. Then you can pull your Floyd out the front with the strings still attached. Don't unlock the nut or mess with the strings in any way. Then you can change your pups out and pop your Floyd straight back in.

Just make sure the Floyd is sitting on the posts properly and pull up on the Floyd arm and stat putting the springs back in the same way they came out. You can do this all with just your fingers. When you are done your guitar will still be in tune and ready to play exactly like it was when you started.

This is the way I do a pup swap on any guitar with a Floyd and IMO it's the best and easiest way. There is no need to remove the strings from anything. This is one of the great benefits you get with a Floyd. You can do the same thing with a top mounted Floyd it's just the springs are a little trickier to get out & back in. But it's still easier than messing with the strings.

I would avoid doing it the way you are mentioning especially if you don't have any new strings on hand. Your chances of messing up re-clamping them back into the saddles is good. They have a good chance of not clamping properly and may just slide right back out. I'm not saying the certainly will but it is a possibility. It all just comes down to luck.
Last edited by Way Cool JR. at Aug 23, 2014,
Way Cool got it right. No retuning even necessary when removing the FR, replacing the pups, and putting the FR back in. The whole FR will pop out after the springs are removed. As long as you don't loosen the lock nut the strings will go right back to the correct tension if you replace the springs to their original locations.