Under your name it says XJ, in your post it says ZJ... that's where the question came from.
I've done all 4 on my 94 with wheels (and tires) on the Jeep. Takes longer doing the shocks alone, but if you count jacking and de-wheeling, it is definitley quite a bit quicker.
You'll be doing the lowers laying on the ground instead of sitting on the ground though with wheels on.
Tops of the front shocks are hard to get to, but that is the same wheels on or off.
94 Limited V8
00 Limited 4.7 V8 Selectrac
98 5.9 Platinum
95 Limited V8