Every snake is different, so you really need to learn the individual behavior of your particular snake. My black girl (Mexican back kingsnake) will eat any time, whether in shed or not. My ball python will not. However, with that said, I usually won't feed any of my snakes when I see they're getting ready to shed. The exception is, if I'm feeding one of my other snakes, and the one in shed is showing signs of interest up at the glass (the MBK does so a lot), then I will feed her even in shed. Otherwise, I personally hold back when they're getting ready to shed. And, then, I will feed them 2 to 3 days after shedding. They seem to be extreme hungry and taking right after a good shed. That has been MY experience... for my bp, mbk, and my b. imperator.
There is no harm in feeding when they are in shed... as long as they take it.