How do I discharge the capacitors in my PS audio P20 ?

The capacitors should be discharged to ground. You don't use a multimeter for that, other than perhaps to test the caps for voltage afterwards to confirm discharge.

Assuming you don't have a 10watt 1k resistor on hand, you could use a 40w light bulb.

@hiendmmoe

I am interested in this as well.  This link seems to give a good explanation. 

https://www.nextpcb.com/blog/how-to-discharge-a-capacitor-comprehensive-guide

The nextpcb article above says to short caps with a screwdriver. I do not recommend subjecting power capacitors, especially electrolytic ones to a dead short as they may be permanently damaged.

It's possible that the PS Audio unit already discharges the caps on power down. Measure with DMM set to Vdc and relevant range.