Wiithout going into specific receiver designs, you are right to be cautious. The receiver first amplifier stage will receive the full blast of the transmitter signal and the filtering at that stage is only rudimentary so any close frequency (on the same band) could well be a concern. The only safe way is to simultaneously open the aerial connection and ground the receiver input. Be careful with screening and grounding arrangements.
Individual receiver designs may have electronic protection if they are intended to operate near to transmitters, but you would need to look at the schematics and specifications to verify.