I leave it up to Nags if he wants to eat or not. I've only had him refuse food twice, and neither time was in shed. I think what people are mostly worried about (in my opinion anyhow) when feeding a snake in shed, would be if the snake was in blue and you're feeding live. The snake can't see anything that's going on, and therefore has the potential to be injured by a prey animal that they can't see. That, from what I can see, would be the only drawback to feeding while in shed.