CNC shield V3 silly question but important (for me)

Hello everybody, I'm about to code a sketch to controll two steppers with my Arduino UNO.
I've a cnc shield v3 and my stepper is already connected to the shield.
As I'll be coding in arduino and uploading and testing again and again, should I take the cnc shield off the arduino every time I edit my sketch and upload it? ( I don't know it any problem can occur If the cnc shield is on the arduino)
or is it ok if I let them together and I upload sketches regularly?

You can leave the shield on the Arduino.

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so there's no risk of the cnc shield to burn? or explode? haha

No, leave the shield on the Uno. I can see no way that you can hurt the Uno or the shield with just code.

You did properly set the coil current limits on the stepper drivers, didn't you?

With the "coil current limits" you mean to set the proper Vref with the potentiometer screw?
Yes, I did it.
WIth that done, and my steppers conected to the shield then I suppose there's no way it burns, right?