wobblybob

I've had this guitar for several years and absolutely love it. This might sound like a newb question. Is there any harm in removing all the strings? I need to shim the bridge saddle. I thought I read somewhere to try and avoid removing all the strings, something about pressure from the strings on the under mount pickup and it could cause problems?? I can't find anything about this and wanted to see if anyone has done this without any problem. Thanks!