If you need to remove all of your strings from the bridge to work on your saddle, install your capo at about the 7th fret first so the strings won't come completely off and unravel from the tuning posts.
First, loosen the strings just enough so there's not enough tension to produce a note anymore, install the capo, then loosen the strings enough to remove the ball end of the strings from the saddle. I then place the 3 bass strings to the left and the 3 treble strings to the right off the sides of the guitar out of the way and the capo keeps the strings on the rest of the way up the neck. When done working on your saddle, simply insert the strings & pins back in the saddle and tighten the strings up a little, remove the capo & tune up.
Bob, Gman ( o )==#