I'm a first-time snake owner, had mine two weeks before he went blue. I hadn't held him much before that, so didn't really know his personality at the time.
I didn't feed him during those 11 days, but did hold him almost every day during. He was calm and didn't seem to mind it, explored, moved around, stuff like that.
It was only after he shed that I saw how he normally is. He was moving quicker and was generally more alert. I felt really bad about holding him so much while he was in blue, he must not have felt very good. The behavior difference between "in blue" and "not in blue" was really noticeable. Poor guy!
In my very limited experience, my own snake would probably appreciate not being handled while in the shedding phase and I won't hold him again during that time. Lesson learned.