If using the native ZHA integration then it does automatic backups of your Zigbee network so it os always ”safe” to upgrade the firmware, however if using Zigbee2MQTT (Z2M) then you should do a manual backup your of your Zigbee network before upgrading firmware because Zigbee2MQTT does not yet fully support backup and restore of Silicon Labs EZSP based Zigbee Coordinator adapters.
With Zigbee2MQTT you can stop it and use zigpy-cli as a stand-alone command line tool for manual backup and restore of your Zigbee network from Zigbee Coordinator adapter as a workaround until it can do it → GitHub - zigpy/zigpy-cli: Command line interface for zigpy
Note that the Sonoff ZBDongle-E ships woth a very stable firmware so should not need to upgrade firmware unless get issues that following the best practices does not solve, read this → Zigbee networks: how to guide for avoiding interference and optimize for getting better range + coverage