Did exactly this when I swapped the wheels the other day. The paranoia that tightening one bolt will reduce the tightness of a neighbouring bolt is strong.
The bloke who did some work on my 205 many moons ago evidently didn't. When I unpacked the car having driven it to Cycliste's flat, I discovered two of the wheel bolts sitting on the rear seat. Both off the same wheel.
Anyone else go round the car at least twice checking all the wheel bolts are torqued, or is that just me?