I don't know about everyone giving it a try, but it all comes down to how comfortable you are with your fish. I handfeed my two lions frozen food and ghost shrimp just because it is easier and a more direct way to make sure that both of them get an even amount of food. All I would say is be careful while you are doing it, and if you do get stung, run your hand directly under as hot of water as you can tolerate for a good 5 minutes to help with the venom.
And also, to whomever said you should feed lions feeder fish, that is absolutely not true unless you are feeding them saltwater feeder fish, like silversides. Freshwater feeders are deadly to saltwater fish.