Once the magazine was expended, were the astronauts able to change it while on EVA, or did they have to wait until they were back in the LM?
These cameras had magazines that could be exchanged in the middle of a roll (and that was one reason NASA chose them).
So, no need to wait until they were back in the LEM.
This long PDF has more detail on the film change process. A standard Hasselblad magazine has a darkslide: a metal sheet that forms a light-tight seal over the magazine. This means a photographer can swap magazines in the middle of a roll without exposing any film to light. Insert the magazine, then pull out the darkslide and you're ready to go.
The cameras NASA used were modified: they included a reseau plate. This was a glass plate with cross markings to help gauge distances and sizes from a photograph. The presence of this plate meant that the astronaut had to remove the darkslide before attaching the magazine to the camera. So some film was exposed during a camera swap, and astronauts routinely took some blank shots to get any exposed film out of the way (and test the film transport).