Many shops feed live because they raise them there and it is the easiest to just toss one in instead of killing them first.
As to when you should switch it doesn't matter. No set weight or time to do it.
As for switching it is usually not a big deal and I think you are worrying about it much more than anybody should. The main thing when feeding f/t is making sure the rodent is warm enough to properly resemble the heat signature of a live one, which are just over 100F.
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