Yes, as you say easy to do (as long as the locking ring comes off), and totally worth it. I even do this on my AO scopes if I want to focus down to shorter range, or if the numbers don't quite match up.
Be careful with really short ranges though, unless you will never use it past 20 yards. For a non adjustable scope, I aim to get the focus at around 25-30 yards. Then it is still useable for HFT (8-45 yards). Smaller objectives give an increased depth of field, so this may not be achievable with any objective over about a 40mm.