Unless you don't want to.
No air in means no water out.
There's very likely to be an automatic air vent which will let air in, until you screw its top shut.
Open a drain cock until the pressure drops to zero. Water will stop coming out even though the system is still full of water.
Close the drain cock.
Then , shut both rad valves, and drain the radiator and disconnect the valve you want to change, from the radiator.
Then if you remove the rad valve from the pipe, it's like opening that drain cock. You might lose a little water, if water can drop in the system and stretch any air bubble that's in it, but that's all.
You can open the trv, to let that amount of water out, before you remove it.