You CAN do that if you do it properly. To be certain that no damage will occur, unplug the amplifier before swapping tubes. I don't know exactly what went wrong in your case, but maybe you swapped tubes with power on. Or if you turned the amplifier off via its power switch, perhaps that amplifier had a power supply that was always powered up, even when the switch was in the off position. That is not uncommon but is usually done so not to be a danger. In any case, if you pull the plug, you are safe.
Tube Tester
Just replaced vacuum tubes in my amp. Had a power fault. Replaced the whole right channel because I did not know which tubes actually failed.
Brought back up the idea of getting a tube tester. I have searched for them a few times and have a hard time figuring out their differences and quality.
Any of you have recommendations for me on how to navigate a tube tester purchase?
Thanks in advance