My boy is only 6 months, so he's still a juvenile, but my girl is just shy of 5 months and she never seems to lose her appetite so it is also an individual thing as well. They can also go on periodic 'hunger strikes' where they just decide they don't want 'insert insect here' for awhile as well. As long as they are pooping and acting normal as well as eating something, they are usually okay.
I think mostly happens with juveniles though, adults don't shed too frequently when full grown, but my Suki got pretty testy when she did shed and ate less during that time.