i feed my newborn to sleep all the time. i find it one of the quickest and easiest ways to put him to sleep and then i can put him in his cot and get on with other things.
if it doesn't feel 'right' to you to refuse to feed a screaming baby, then i would say to trust your instincts and do what feels 'right' to you. don't worry about other people, no one knows your baby as well as you do.