As far as the tank selector switch goes, that can be switched any time. I assume that we're talking about the gauge reading selection. All that switch does is route 12 volts to the desired tank sensor and the senor output to the gauge. And those sensors are just a variable potentiometer, controlled by a float. Having the engine run or not is immaterial.
All Perko 2 battery switches are make-before-break, so the engine alternator only sees a change in load, not an open circuit. Blue Seas doesn't say. Just to be safe, check as Bob suggested. Nevertheless, I regularly switch to both batteries when the engine is running. The batteries will absorb any voltage spike, so you can keep the electronics on.
Boris