"I heard somewhere that it is bad for them to eat while in shed...something like it is bad for their skin or something"
* No, that "theory" has zero truth whatsoever. The only real issue is whether they will or will not feed during this period. Many snakes seem to get confused about their surroundings during this time, and are much more irritable, which is very understandable.
What being fed usually tends to do, is make them more sluggish if they are just about to shed, and if anything, would tend to make them more willing to just sit coiled up digesting the meal, rather than being active and going ahead and actually shedding the skin.
Another theory as to why some might not eat during this time is,...this would make them just that much MORE vulnerable to other animals if they had full bellies on top of already having their senses compromised with being opaque. It's also very possible some might find it necessary to regurgitate a large meal because they are being handled, and would view this as a threat to their safety since their senses aren't what they would normally be. Snakes with full bellies in the wild will often regurge a mealfor probably two main reasons, 1), it will distract the predator with the expelled gut content, and 2), it lightens them up and makes them much more agile to escape any perceived predator.
These are all things commonly done in nature.
best regards, ~Doug
-----
"Better to be silent and thought a fool, than to open mouth and remove any doubt!"