Well, the fact that they're in such sorry shape is clue number one...any diseases may be transferred to the main tank if the feeder guppies aren't quarantined first. Also, they are relatively devoid of nutriment unless well-fed...that should be part of the quarantine, too. They can be a little fast for some fish (i.e. Frontosas, Oscars) who can only catch them when they are initially dazed or while they are sleeping. Also, feeders not taken whole can decay in the tank, or the poop from fish that eat them can cause an ammonia spike.
Breed your own and many of these problems will go away...if you know that they're healthy.
You can then decide if the risks are worth it for your individual fish.
HTH,
Matthew