My understanding is that where ever you set the Gain on the Crown, the Marantz will offset it when it sets the level during the setup process. Since the Crown is designed to be used with the Gain at maximum, I would leave them there. The Marantz will set it so -15dB, 0dB, and +18dB all provide the proper amount of power delivered to your speakers.
If you don't have the Gain high enough on the amp, you run the risk of saturating the Marantz because the preamp section has to run wide open. I honestly don't think this is a realistic concern, but we know the Crown is not going to ever push its limits with those speakers.
Lets put it this way, I have used a Yamaha P7000S (700WPC @ 8ohms, 950 @ 4) to drive Pioneer BS22 (little bookshelf speakers with 4" woofers) without ever giving it any thought - just keep the volume down until you have finished setup.
The way to protect your speakers from being over driven is to Set the AVR to limit volume at 0dB (or where ever is appropriate for your listening habits). If you do it at the Crown and have that drunk/rowdy person at your party who sees the volumes at 12 O'clock and say lets crank this bad boy up....