Yes. One of the first things I picked up from the guys around here. Makes it much easier and cleaner, if your unloading at the end of a day of hunting.... no grease on the pellets or bullet!
I will say after my last range session, putting about 30 rounds through, I had to use the breech plug wrench on my Triumph. I realize now that I should have probably "cracked" the plug after every 5-6 shots!