I do take 2 of my leos who prefer crickets out and put them in my 6qt tub rack with the crickets at feeding time (the crickets hide in the big cage and make messes) but in general many geckos get stressed going into a different environment and don't eat.
I prefer to feed in a separate container for cleanliness and so the gecko knows when he's in that container, it's time to eat! Kinda like sitting at the dinner table!