It is a personal preference. No, it is not recommended as it is stressful for the snake and you are risking a nasty bite. But I know people who feed live do transfer their snakes because of the droppings live rodents leave behind in the snakes enclosures, I personally don't find this an issue but I guess some people do. I could not imagine feeding every one of my snakes in separate enclosures though. And also snakes are not dogs that can be trained to sit at their food dish. They won't know the difference between feeding tub and home.
most regurgitation stories and food refusal stories I hear are from people who feed in separate enclosures. Then they come here and ask why their snakes aren't eating....Hmmm... I wonder why? But anyway it all comes down to personal preference but I know personally that I would never recommend it.