Its not particularly a problem, although some don't chose to feed live...depends on whether you propose to replace 'em continually or not, whether you're looking for a nice display fish (like the silver dollars), the fact that Oscars are such gluttons they may polish off the smaller guys just as soon as you put 'em in there.
One thing you don't want to do is put a bunch of cheapo fish sold as 'feeders' in - asking for trouble.