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If you read owner's manual or any other "official" service-type manual, it is frequently recommended to disconnect the battery cables. Moreover, it is often recommended to hook the red cable of the charger to the + post but to hook the black cable of the charger to the frame or other metal part (rather than directly to the negative post).
I can tell you that for all the cars I have owned, I just have hooked the battery charger to the cables on the battery (in other words I did not bother to disconnect the cables).
Strictly speaking, maybe there is some small risk in doing this but I have never had any problems.
The reason for hooking the ground to the chassis or block is to keep any sparks away from the battery. If the battery is out gassing it could explode if it sparks when you make the last connection. The connection to the block should be the last one when hot-shoting.
You are connecting a charger to a dead battery, it should NOT be out gassing. They out gas when charging.
I have always found it to be a PITA to try to hook battery charger clamps to side post batteries like on the vette so to make it easier and to get a better "bite" with the charger clamp, I always disconnect the battery cables from the battery, screw a proper size bolt into the battery and hook the clamp to the bolt. It may take a little longer, but it works for me.
You can safely charge a battery still connected, but you don't know if you have some kind of leakage current that caused the battery to go dead and this leakage current subtracts from the battery charger current. Disconnecting the battery eliminates the leakage current. Normal leakage current is so small it is inconsequential.
You should always connect the hot lead first and remove the ground lead first when working with a charged battery. It makes no difference when connecting a charger. You don't plug the charger in until the after the leads are on. Later! Frank