You're right that most of the snake keepers on this forum will advise feeding in the enclosure, for pretty much the reasons you mentioned - unnecessary stress and the associated risk of refusal or regurgitation. With that said, it also depends on the temperament and habits of the individual snake. If your snake is fairly well-adjusted and is used to feeding in his separate box, I don't think it's unreasonable to continue with what he's used to, but at the same time, I wouldn't write off enclosure feeding as a failure yet just from one refusal. Sorry, I know that's a wishy-washy response, but you know your snake best.
As for the drawback about substrate sticking to a thawed prey item - a very small amount of substrate ingested is unlikely to cause any issues and will just get passed in the poop along with any other indigestible parts of the rodent. However, another way to mitigate this is to place a small plastic lid (or something similar) under the prey item, almost like a little dinner plate, haha. You can remove this from the enclosure later, after your snake is done eating and has retreated back into his hide.
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