Hi Honkawad,
Take my last example again, after configuring FILTER_CTL register, MCU gets a high priority interrupt and go to process that. If ADXL362 is in measurement mode, the output reflect the accleration that disable SELF_TEST. These data may be saved in FIFO. Again, this is not the acceleration that you would like to see since your real intention is saving SELF_TEST enabled data in FIFO.
After configuring all registers and then put ADXL362 in measurement mode won't have such issue. Please note that after make ADXL362 in measurment mode, you need to wait 4/ODR since ADXL362 needs the turn-on time, this can be found from page 5 of datasheet.
In normally condition, it won't cause any porblem by configuring ADXL362 when it is in measurement mode already.
BR
Neil