Very similar to PRMG - DS was in our room for about 5 months and I would take him and me into the lounge room to feed (we had our rocking chair there), turn the heater on (winter baby) and as we generally needed to do a nappy change mid feed or straight after I had to get out of bed anyway. I also needed to sit properly in a chair to feed otherwise my back would hurt if I wasn't properly supported.
DH rarely woke when DS did after the first few weeks, like Santosha said they do tend to tune out when they know they dont need to respond to the cries.
DS always used to settle back to sleep very quickly after a feed, so it was rare that I was up for more than about 30 mins anyway so it worked for us all