What RXMD says is correct, for both those cameras you can set the speed safely and correctly at any time, cocked or not. This will be true for (almost) any FSU with the two-piece speed dial, i.e. an inner shaft with a dot or line and an outer rim that carries the speed markings. As ever, there's one exception, some early FED 3s had two-piece dials and I don't think it's safe on those.
On Kievs, you can set before or after but the mechanism may not set properly if you set before. Depending on what speeds you change between, you may get the wrong speed but you won't do any damage.
On any of the FED/Zorki models with slow speeds, changing speed uncocked can result in the slow speed mechanism being over-wound and damaged when you cock the shutter. On models with one-piece dials but no slow speeds, you can change uncocked but it's a bit pointless since it's hard to judge what speed will be set. Also, if you're careless you can change between B and 1/500th (or vice-versa) and break the pin that prevents this. You do need to be clumsy and use some force though.
In short, because there are various "rules", it's just simpler to play safe and cock first. This is especially true if you own several models, it avoids having to remember whether the model you're using can or can't do it.
Zorki: 1e (x2), 2C, 3M, 4, 4K, 5, 6
FED: NKVD, 1g, 2e, 3a, 3b, 4L (x2), 5B, 5C
Kiev 4, 4A
Yashica Minister III
Zenith C, Zenit C, Zenit E
Minolta XG M, Z1
"The way to see by faith is to shut the eye of reason."- Benjamin Franklin