I got to the point with DS that I would tickle him everywhere and he'd still sleep through the tickling. I would move him around a little, so he would stir. You could feed, then have a nappy change and then more food. or you could try just moving him gently to wake him a little, when feeding.
Watch bubs and do what works for you. DS and i ended up with a play (nappychange) feed and sleep cycle for the first few mths. (the std is feed-play-sleep)