I've been feeding wild collected fish to my tiger shovel nose for about six months now. he's growing like a weed.
but, you are correct in the concern over live foods transmitting disease. The only thing is that diseases are density dependent factors. this means that the higher the density of hosts, the faster the diseases will spread. so, if we compare the density of farmed food fish with densities of wild populations... there would be more disease risk using store bought feeders as apposed to wild collected fish.
Ideally, we would only feed dried foods (but we don't LOL)