Well..., I've never changed a Xeon CPU, my last operation on that level happened twenty years ago. I would be very, very, very surprised if this would get you into trouble - I would "just do it".
(( You could move a complete PVE installation from one computer to another one with different CPU, Chipset, Ram, Disks... and it should boot up without a problem. In this scenario you would need to readjust some configuration values like NIC device names etc - but it should work. ))
That said: a good (and tested, if possible) backup is a requirement for such a task - I'm sure you know this.
Good luck!