That game asks you to save so it's fine.
But to answer your question, yes you can do the swap trick while in game as long as your console accept disc swapping, but it's harder to do as you need to know what the console is checking the TOC (table of content).
close lid > check disc format > check TOC > Spin faster
It's relatively easy on first console version (SPCH1000/1001/1002) as the lens is making noise. You heard it when it reads the TOC.
You can also feel it if you place your fingers near the lens/rails. it's making "tic-tic-tic" when reading it.
You can train to do the swap when you boot the console.
you need to do it on the beginning, at the first logo.
You can check if you succeed by switching from a short game (Demo disc) to a game with a lot of tracks (for example tomb Raider). if it can read the musics, you did it correctly.
The easy swap method doesn't work while in game.
Easy method work only to launch the game:
Go to music player, put original, lock the lid, wait for the disc to stop spinning, swap disc, exit the player, the game launches.
This method is easier, but will not work with some games depending on the TOC list/length.
