Can the HST steering be damaged when turning the steering wheel while the engine is not running? I have done this a time or two so to reach a grease nipple. It sure is hard to turn without the engine running!
I really don't believe that you can damage your power steering by attempting to turn the steering wheel while the engine isn't running, and I'm sure someone will correct me if I'm wrong here.
That said I'm not sure why you would need to, as it's very easy to start the engine for a short burst to set your wheels where it's easiest to do your lube then turn the engine back off to lock the wheels in position.
My manual for my JD4100 actually says that it is specifically possible to steer the tractor when not running during towing or when loading on a trailer, but that the force required may be higher.