Should you let the guards torture Triss?

The outcome of the quest is basically the same, no matter what choices you make:

Triss and Geralt kill Menge and his mooks; Triss is fine and won't hold it against Geralt; you learn where Dandelion is.

The choices you make during this quest will not have much effect on future encounters with Triss. However, if you stick to the plan and convince Menge that you don't care about her, he will give you a piece of information which will positively affect your relationship with a different character:

He will give you a hint to the location of the treasure Dijkstra is missing, which is required to obtain his support in the battle for Kel Morhen.

There is also a very minor mechanical effect which makes the inevitable combat a bit easier:

If you play it right, Triss will kill Menge and the torturer during a cutscene, so you don't have to fight them. But it's not like either is a particularly hard opponent. You still have to kill every witch hunter in the building, no matter what you do.

So in the end, going with Triss' plan will lead to the best possible outcome.