Well if my pond is wild i do it all the time and sometimes i go and catch wild food but hardly ever these days, never had a problem myself.
A cast net in tidal waters works great(check local laws). Legal size limits can make it very hard to get good sized food fish(yet another law i like).
I breed my own swordtails and buy fish flesh for the bulk of the fish i use.
I think freezing the fish would be a good idea, i always freeze fish if im going to feed them to my snakes. If you defrost them with rats/mice its makes the fussier snakes eat them too sometimes.
IMO wild caught fish are generally much healthier than those in petshops. Both have a risk of carrying parasites.
and remember its probably a jailable offence(may depend on what your local laws are) to feed live fish to an animal that wont eat dead food :roll: but its perfectly ok to stick a hook through one and drag it through the water as bait... hmmm makes sence to me