Atziri is, as far as I am aware, the only example of a fight where it is common to swap gems during combat. There are plenty of cases where, once you into content sufficiently hard for your build, you may want to switch gems for single target dps before a boss fight, but the risk of standing still and swapping gems almost always outweighs any benefit. Atziri happens to offer a very long transition between the add phase and single target phase, making it convenient to gem swap.

Generally, you're going to develop a feel for times it might benefit you to swap gems before particular fights without it ever being a crucial issue. It's more about making a fight shorter and more convenient than the difference between it being possible and impossible. In early mapping, you might find yourself swapping to your single target setup before boss rooms in maps you don't know, and then getting a feeling for whether it saved you time and effort once you've run the map a few times. I usually have a rough idea of the maps in which I want to swap a gem out before the boss, and it's mainly a matter of personal preference and the 'feel' of the fight. If a boss moves around a lot and your skills take some time to set up (for example, warchief totems) you might end up keeping your lower damage but greater AoE setup (increased AoE support gem) over your higher dps smaller AoE setup (concentrated effect support gem) if you know it will help you do damage more consistently. Play around with it.

There exist builds which involve a weapon swap (possible with one key press within the standard game keybinds) to swap to a different set of gems (as well as a different weapon) for specific purposes, but these are relatively rare and can feel clunky. Caustic Arrow on the primary weapon with a +3 to gems bow on the main weapon, with Essence Drain in a essence of delirium bow on the weapon swap, for example, but that's obviously fairly involved.