0.4mm to 0.2mm Nozzle

Sure, heat it up to 270-ish and use two wrenches. One to hold the heat block and the other the nozzle. Break it loose.

Once loose you can cool it down and do the swap. When you put it back, snug it in and heat it back up to 270-ish again and then make sure it is still snug.

You do not want to put torque on the heat break (which is why you use two wrenches). Be careful and you will be fine.

If 270 is not enough to easily break the nozzle loose go a bit higher.

 

Sometimes they tend to be a bit too well torqued in from the factory.

 

Do bear in mind that once you cut the nozzle diameter in half you will want to consider slowing down your print speeds in a linear fashion (i.e. by half). You can experiment to find the best setting, but finer layers -> less plastic put out per minute.