In regards to the legality issue I have been advised that anything higher up the food chain than insects needs to be humanely euthanased before offering it as food (just freezing the prey item isn't classed as humane). I think it is classed as an animal cruelty issue.
I'm not saying that I exactly agree with this and I'm not casting judgment on those that do. I am a wildlife carer and personally I believe that if an animal hunts living prey (ie snakes, monitors, birds of prey etc) it should be given living prey while in a captive situation, BUT I wouldn't like to risk losing my license to rehab wildlife, so I have to euthanase