Definitely wanna feed your boa in its cage. Its more secure for the snake. When it gets bigger and the snake is in food mode, you don't want to be fussing with taking it in/out. That's a recipe for receiving many bites.
Sounds like your BP doesn't feel secure eating in its home. What does your setup look like for it? I'd try adding clutter to the enclosure if there is a lot of open space.
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