No, you don't want to set it when it's warm. Parts will be expanded and then when it cools down, there will be too much play. Maybe your new clutch plates are a bit "fat" and just need to bed in some.
But, I'll run through my clutch adjustment procedure. As mentioned, you want to do this cold and you want the adjustment set up rather snug. It won't remain this way long once you start the motor. As things begin to warm up, more free play will develop. Setting it snug cold is the best way not to end up with too much play when hot. So, start by turning the adjuster at the handlebar all the way in. Put as much play in the cable as you can. Now go down to the adjuster screw on the worm and set it. Turn it in until it's snug. Now "fan" the clutch lever while continuing to tighten the screw. By that I mean pull it in until you feel resistance and release. Don't pull it in all the way to the bar and disengage the clutch, just pull it through the available free play. Do this repeatedly. What you're doing here is "stacking" all the clutch push rods and balls together tightly. You may get as much as another 1/4 turn in on the worm adjuster screw while doing this. Now back that screw out the 1/8 turn and lock it down. Then go back up to the hand lever and final adjust there if need be. "Fanning" the clutch level is an important step in this process and will give you the snuggest setting possible without being too tight.