Remove spark plugs cold!
There are many sites on the web that confirm that spark plugs should be removed when the engine is cool. When doing a compression test the enging must be warm to insure that the engine pistons, and other parts have expanded, and distorted, to their operating condition. The only way to do this to run the engine to operating temperature and remove the plugs and complete the compression test as fast as possible before things cool down too much.
If the plugs have been in the engine a long time (more than six months), I think I would remove them when the engine was cold and put a very light coating of anti-seize on the threads and reinstall them with a torque of about 10ft-lbs. Run the engine to warm it up completely and than remove the plugs for the compression test. This should insure that the cylinder head will not be damaged.