I have heard that petroleum jelly can clog the injectors if it gets in there. I have also heard others say that it won't. I figure why take the chance, and I use motor oil. Just pour some into the cap of an oil bottle, and dip the injector in, turn and repeat. Piece of cake.
On wether or not to swap the injectors. If you want to drive the car then wait. If you swap them and the chip gets lost or takes a while to get to you, then you won't want to/be able to drive the car. They don't take that long to change, but you could soak the injectors down with WD-40 as suggested, to make the removal process easier.