I have certain snakes that I know will eat, even when in shed. My spider won't even think about touching a feeder if he is in shed. My female pastel, however, immediately goes into feeding mode when I open the tub. I drop in a mouse and bam! She strikes just fine.

I don't think its bad to feed while they are in shed. Some snakes will eat, some won't. Its all a matter of personal preference and personal preference of the snake.