Is changing the interface IP-address, changing the host name and rebooting the appliance (more or less) sufficient?
Personally I don't see any reason why it shouldn't be, just as long as other dependent elements (DNS servers, Domain Controllers and such like) are also made aware of the change.
I was at a customer site 2 weeks ago and, while I was there to work on a different piece of kit the customer asked if he could move his MWG appliance. In this case the appliance's name was to remain as it was, so it was only IP address-level changes in this case. I logged in, took a backup (as I always do), changed the IP address, DNS server entry and default gateway. Aside from the obligatory re-boot which is necessary for network-level changes to be applied, everything worked as it should.
If you are concerned about losing contact with the appliance, post address change, and you are running in a single interface configuration, you could always consider assigning an address on the unused interface. Make sure that you are able to connect to the appliance on this interface before making wholesale changes to the main one. Then at least you have an address which you know to exist and you can simply connect a laptop directly to that 2nd interface if something didn't go quite as planned.