In a real line powered situation, ordinary x100 probes can only be used for phase to ground measurements, then you have to setup waveform maths on the scope to get phase to phase voltages or use an extra channel with the probe on neutral so the waveform maths can calculate the phase to neutral voltages. If you want to directly measure the voltages you need HV isolated differential probes with an appropriate CAT rating, which don't come cheap.
However your experimental circuit allows you to freely ground any point on the secondary side, which would allow you to set it up as corner grounded delta, so you could measure two phase to phase voltages directly and use waveform maths for the third. Similarly, if you have a four channel scope you could simultaneously measure two phase currents and calculate the third.
+1 for being careful. I like the
Cliff Quicktest series of mains test connectors - when the lid is open and flipped back, you can be certain the load is isolated and its safe to move test leads or make circuit adjustments.