Quoted from Jgel:
How long should one wait? Interested to know how waiting plays into it. I have turned off games in the past and started swapping bulbs right away without waiting. Turn it on, check the colors, turned it off and swap again. Didn't realize waiting for a period was key.
There are capacitors that still hold a charge after turning the game off. If you need to go in with tools, it's best to wait until the caps discharge. As I mentioned in my previous post, I turned off the game, but didn't wait long enough and shorted out a column of switches with a nut driver. I didn't know that until after the fact.
I haven't had any issues with changing bulbs with the game on, but it's not something I do regularly. YMMV