That will often work. But one little trick. Put it on DC Volts first. If you get a volt reading, find out where the voltage is coming from before you set it to ohms and blow out the meter.
I figured that out after I blew a meter. No matter how sure you are that you have killed the power, its a quick check, and sooner or later will save your meter.
Problem is, its probably not a bulb, and taking out bulbs probably will not show a change.
If you have a schematic, see if there are places you can break the circuit to isolate parts of it.
Then, when the short goes away, you will know what part the short is in.
Good luck, I had an intermittent short in a turn signal that took me 5 years to find.
Mine was not as nice as yours to stay shorted.
Mine would go weeks before it did it, and then would not do it again for weeks.
I mounted a circuit breaker on the dash that I could just reset when it popped. Turned out it was a pinched wire under the edge of the hood that only was a short when I hit a bump.
So, I had to hit a bump just as the right turn signal was in mid-flash for it to short.