On or off it doesnt matter. Its just you will find it very hard adjusting any grinder off if you want to go from say espresso grind to something very coarse as the beans in between the burrs will make it almost impossible to do so.
For you Cimbali...off is fine as youre only adjusting minute amounts....
Some people also believe that adjusting while off may cause unnecessary wear on your burrs.....I guess it doesnt matter as DRM burrs for your Cimbali are cheap as....cheaper for generic stuff....and your burrs are in pretty good nick!
I hope you enjoy your grinder for a long time to come.