Yes, I've heard of both failures.
You don't have to connect a jumper wire. Using a jumper wire lets you do it in several seconds, instead of minutes (still, the PCM caps usually discharge in less than a minute anyway).
Always, always, disconnect the negative terminal first and reconnect the negative terminal last. It's for your safety. If you touch the positive terminal with a metal wrench while the negative is still connected, you could slip and hit some metal part of the car. If you do, that battery could supply over 1000 amps of current through that wrench. If it doesn't burn you, then it could at least damage the negative cable to the battery, and/or the battery itself. Apparently, you've been getting away with it, so you don't have any damage to worry about. Just disconnect the negative terminal instead from here on out.