I don't know about "faux pas." I've heard of people doing it.
I've heard, but can't really confirm or deny, that feeding feeder type fish isn't very good because the nutritional breakdown may not be ideal for the anemone. Sometimes people talk about a "food from freshwater source can't be right for a saltwater animal" ... and .. I don't know about that per se .. I mean, P.E. Mysis is fished out of Lake Okanagan and it's one of most ideal foods out there period, for both FW or SW. So I don't think FW vs SW holds a whole lot of merit, but there may be something to the argument about fatty content, protein content, carbohydrates, etc. etc. that may indeed still render a feeder fish as a less-than-ideal food source for anemones.
Personally though, I think it is not necessary to feed live foods to anemones. Most anemones, at least of the Indo-Pacific hosting species, are not, .. what I think you would call "obligate predators". Even the most aggressive feeder of the hosting anemones,
S. haddoni, to me is more of an opportunistic scavenger. They will eat critters that blunder into them, but they do not need live food to subsist.
In fact, the most ideal food for anemones, in my opinion, is the PE mysis. The nutritional breakdown is ideal, the particle size is ideal, and it's good enough to be a "sole source" type thing (between lighting and feeding of course).
As for non-hosting species, well, those tend to interest me less so I don't know about them.
Maybe they do need to be fed, but, I assume we're not really talking about those species anyways. Like the coldwater anemones of our coast, these do not have zooxanthellae and thus are obligate feeders of some kind, however it wouldn't surprise to learn that they too are more scavengers than active predators.
My $0.02 anyhow