Yes it can be done on some circuits. I routinely test SCRs without removing them from their heat sinks. You will have to lift the gate lead (white wire) and the cathode reference wire (red wire). I use a six volt ordinanry flash light lantern with three test leads, two leads basically replace the lanterns on/off switch (which will now be the SCR) and the third lead goes to the positive battery terminal. You can test leakage current by the brightness of the bulb and you can turn on (gate on) the SCR and verify that it turns on. I have used the Sencore test equipment with limited success on installed SCRs. If there is a circuit path around the SCR (diode, choke, etc) the Sencore has problems.