Hey Kevin...
I'm in the same boat as you. Just received my little guy (196 grams) today. He was fed by the breeder last Thurs and it was recommended to feed him in a day or two to help him acclimate. I was told to buy small mice but after going to the store I decided on med mice (12.5 grams) because they seemed more size appropriate according to the feeding guide I found on here. The smalls were 7.5 grams.
I'm not sure about your experience, but I haven't seen the little guy since I put him in the enclosure. I'm hoping i'll get a glimpse of him tonight. Keep us updated on your experiences.
I'm leaning on feeding him in the cage to avoid any additional stress.
Chris