Most of the caps in my unit were visibly leaking or bulging, it had been working okay and then suddenly stopped one day. Since it wasn't the easiest access, I didn't open the unit up very often for no reason as such. I'd say nearly 3/4 of the caps were obviously not in good shape so I just changed all of them out while I had the unit open. I did use two of my lab grade LCR bridges to check the caps out of curiousity, they were either bad or good, no in between. The high voltage caps were good but despite the difficulty of removing them and replacing them (no exact replacements), I did it just so I could ignore them for another few decades hopefully. Since they were mounted to a heavy PCB, they could not be visibly inspected, the board was hard-wired so it could not easily be extracted but if you think the caps are questionable then it is worth the effort.
If your unit is over 20 years old, mine is closer to 40, then it is likely worth your time to just change out the caps and be done with it, if you only change out the 'bad' ones, most likely you will have to get back into it soon enough to change out more of them, given the complexity it is worth the effort to just change them all at once, not that expensive. I would recommend putting in 105°C rated caps where possible, since my unit is all linear power, I didn't have to worry about specific low ESR types. If you have any switching power in your unit then you'll have to be careful about the replacements.
The trip and current limits should be set a bit higher than your expected worst case parameters for whatever you've connected to, it isn't so much that you're protecting the 335 as what it is connected to. The 335 will run just fine up to maximum settings but whatever you are connected to may not be able to tolerate higher voltages or currents, the trip/current limits are to protect the external load more than anything else.