A coccidia infection does not have to come from the feeders at all. As coccidia are protozoa that are often seen in low numbers in healthy reptiles.
Sometimes a coccidia infection can happen under any type of stress for the dragon, which takes a toll on the immune system. When this happens the coccidia that normally do not effect the reptile in small numbers, grow into large numbers which then in turn make the dragon ill. When the dragons immune system cannot keep up with he growth, this can in turn cause the infection.
Taking out the feeders and not recycling them is a good practice, as any feeder that has come in contact with poop could possibly transmit coddicia to the dragon, but the dragon can also handle the parasites from getting out of control provided their immune systems are in top form.
I always feed my bugs one at a time, in a clean viv. I never let bugs run around the viv all day, and so I can control what bugs are being fed.