I do this too, just make sure they aren't too close to the hives, or the bees will go looking for other easy pickings :shock:.
They do get aggressive when cleaning the cappings up, and I've been stung if I get too close. And it attracts all of the neighborhood wasps, hornets, yellowjackets, vespas, and other unsavory characters to your area.
I think I decided I'll do it earlier in the summer when there is a flow on, but during a dearth and in the fall...it is just too many flying bugs with stinger butts for me to bother with.
You can do the same thing inside of a hive, just stick it on the top bars with a box overtop and make sure that there aren't any easy entrances, and they will clean it up good without the crazy bees flying around.