DISCLAIMER "USE IT ON YOUR OWN RISK. BLADES ARE VERY SHARP AND THERE IS ALWAYS A POSSIBILITY OF A INJURY"
I've seen the photo of "safety sleeve" (designed by mark_mw) for safe and easy gap adjustment on Futur and similar razors) on one of the recent Futur threads. I think this sleeve is a great idea, especially taking in account that many people complained about injuring themselves using Futur.
Personally, I haven't any problems with blade changing on Futur, especially considering the fact I change blades when both hands and razor are completely or almost completely dry, but I do admit that adjusting the gap might be somewhat tricky, especially in the middle of the shave when razor head is covered in soap.
So that, if you don't have one of those "safety sleeves" handy, consider to use "safety grip" - photo attached. Apply light pressure with your thumb on the razor head and it doesn't slip and even if it does, your fingers are completely out of razor's harm way.