Is it odd for hognose snakes to eat their food from the side?
Not really. Perhaps this is a technique they use in the wild in subduing their prey since they do not constrict their prey to death nor have a fast acting venom which kills their prey.
My female western (1 out of 3 feeds) tries to eat her pinkie sideways. Should I worry about her getting it down?
I wouldn't worry. Quite a few of my hogs will attempt to eat their mice this way one time or another. What they can't fit directly into their mouth eventually gets shifted around to where they can swallow it.
Should I / is there a way for me to help her get it strait?
Unlike my male she really doesn't want to eat from tongs (she hisses and strikes) so I have to leave it next to her, thus my problem with her attacking it from the side.
Well, if the tongs are a distraction if you are just holding the pinky in front of her, try holding it while on the floor and slowing drag the pinky around making it look like live prey. This sometimes excites them and if you are holding the pinky by it's rear end with the head towards the snake, it might end up grabbing it this way. Heck, some of mine prefer eating the mouse butt first. But in the end, they are going to grab it however they want and you might not always have the time or patience to drag their food around trying to get them to eat it the way you want them to.
I really wouldn't worry about it, it's all part of the hoggy charm and what makes them special. The real fun is when they grab an adult mouse from the side and squish all the guts out all over their face while chewing on it. Now that's entertainment!!! 
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Troy Rexroth
Rextiles
. First time I have seen a snake make a mess of a meal.