Erin is absolutely correct. There is no need to feed a snake outside of its own enclosure. This outdated advice will simply not go away, but people like us will continue to do our part to make that happen.
Moving a snake to feed it is bad for the keeper and bad for the snake. It sets you up to be bitten and the snake up for a regurgitation and unnecessary stress. Snakes can stay on feeding response for hours on end or even over the course of several days. This is also a bad habit to develop if one moves on to larger species like boas. You don't want to move a food crazed 8 ft. boa around. No need in starting a bad habit with a smaller snake.
Loose substrate is not an issue, either. Dry the rodent well after thawing or don't thaw in water to begin with. Substrate does not readily stick to dry fur. You can also cover a portion of the substrate with a plate, a square of cardboard or something similar to lessen the possibility of ingesting substrate. A small amount of ingested substrate is normally not a problem for a well hydrated snake. I've had a young boa swallow an entire paper towel accidentally and pass it without issue. You should be careful, but not overly paranoid about substrate.
Contrary to the "myth that won't die", feeding in cage will not make a snake aggressive, either. The only way a snake begins to associate the cage opening with the arrival of food is if that is the only reason you ever open the cage. If you routinely handle your snake and take good care of spot cleaning and water changes, you will not notice any aggression from feeding in cage. Some snakes are cage defensive, as they see the cage as their "territory", but this is a completely different thing.
Like Erin, all of my snakes are fed in their enclosures and I also use loose substrate (Eco-Earth or Care Fresh Natural depending on the species). I keep rat, milk and kingsnakes, as well as the obligatory Ball Python, boas and reticulated pythons.