I do know a few people who feed whole prey, pinkies, feeder mice, DOC, or even rabbits and quails and such. I am not there yet..if ever.
I've seen some videos of cats having a ball playing with their (already dead) whole prey meals before eating them.
I wouldn't want my cats eating rodents they caught themselves. You'd have to worm them every three months, plus there is always the risk that the rodent they hunted has been poisoned.