Just a FYI, there is a command under Machines -> [YourMachineName] named something like Set Temperature, that will let you pick a temperature (i.e. 200c) and have the print head heat up and stay that hot until you click finish. So no need to rush
I'll leave it to someone else who knows what they're doing to talk about the nozzle change... but I would advice gloves or a good spanner/socket to protect the digits... I'm sure you're rather attached to them!