I think it should be the other way around. Change out the filter, since it should collect the most waste, and leave the bio bag with just rinsing it in tank water. I'm not familiar with the filter you have, but this is how it is in most. The bio bag, if it is what I think it is, is just a place for bacteria to grow, generally consisting of porous type stones that can house a good amount of bacteria. There's really no need to replace this very often maybe once or twice a year if it begins to break down.
If you do rinse your media, do not use tap water, use a bucket with tank water from your PWC.
In any event, if you decide you want to change it, change it. Just don't change out that and the filter at the same time. You have bacteria everywhere, in the filter, the biobag, on the substrate, etc. So, if you see anything at all, which is unlikely, it will be small and nothing to worry about.