I don't feed mice but some of my bigger girls will hang partially out of the hide and watch the rest get fed. They're opportunistic feeders and so I suppose if I offered more then they would take it, but if they're just hanging and not hunting then all is well.
And I agree with everyone else~ you'd probably feel more confident if you fed with hemostats or tweezers or tongs or something that will put some distance between the prey and your hand