Rolling Circle is absolutely correct. A check with both mags OFF where individual switches are fitted is unnecessary, in aircraft fitted with a rotary switch it is eminently sensible.
I'm afraid c.l.a.d. that you have been sadly misinformed, and by so many people too! - by carrying out the check you suggest you are confirming only that the right mag is earthed when L is selected and vice versa, the state of the mags when OFF is selected has not been tested and you have no idea, as you walk away from the aeroplane, whether the mags are live or not.
Furthermore, if done properly, there is no danger of damaging the engine. The check has been carried out prior to shutdown in Bulldogs for over 20 years with no ill effects.