I hatch a lot, so I keep 4 spares on hand at all times. You can never be too cautious when it comes to ensuring a good hatch. JMO As long as you keep the temp stable, your hatch should be just fine and hatch around the time it should. At most, it may be a day early, but I wouldnt' handle it any differently. Stop turning on day 18, increase humidity and monitor temp and ventilation and you'll be fine.
Llysse - sorry, I must have posted at the same time as you earlier. I didn't mean to ignore your question. I don't change mine, my dh does. But I don't think it's too hard...just unscrew the wingnut and it pops loose, then add the new one in. You don't want to do this during a hatch unless you have no choice, as it will take time to readjust your settings.
Jody