It depends on the boiler make and model, you need the heating side pressurised, so it's best to either leave one radiator connected, or link the flow and return at the boiler.
You might be able to isolate the flow and return at the boiler, and pressurise the heating side, but you could end up causing damage if there's no internal bypass and the boiler cannot get rid of the heat, especially if using a thermostatic mixer shower.
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