I do whenever I get wild fish directly from import that have not been acclimated to tank condtiions as offering of a grazing oppurtunity.
It is messy, and requires daily cleanup.
Prepare the food as if you were going to eat it yourself and you will not have a problem.
Rommaine and Spinach are both really good choices.
I do feed it as a treat sometimes, but once I get them eating flakes or pellets, that is really no longer needed to feed them fresh foods.
It is up to you and how much you want to clean.