You don't say what year your Spider is. If it is a Bosch Spider, very definitely you can damage the ECU if you have open ended spark plug wires. There is specific direction in the S3 Engine maintenance manual.
Without load, the ECU can develop high voltages, that can damage the ECU and or coil/coil insulator.
Well since you'll have all the plugs out in any case, it doesn't really matter.
Basically what you want to do is to just crank the motor with the throttle butterflys open. Any fuel delivery or spark should be suppressed if possible - disable the fuel pump on FI cars and remove the ignition feed. You remove the plugs to relieve the stress on the starter.
What Cosmo is saying is fine, but on the Bosch Spiders, it is not wise to have no load on the Ignition side of the coil. You should use one grounded sparkplug to act as a load. The worshop manual suggests you put this on to the high voltage lead from the coil to a plug, plug body connected to ground.
This precaution may save you an ECU that can be damaged and fail later if subjected to the electrical stresses from an "unloaded/open ended" high voltage ignition system/ECU.
I have a spare coil wire just for this purpose. Unplug the coil wire from the coil and plug in the spare. Ground the other end of the spare coil wire to the engine or body. Or you can unplug the primary coil wires. Just don't ground those. If you do you'll be able to trace the wire all the way back to it's powersource by following the burnt insulation.