Sleep training question

I just started trying some sleep training with my little guy.  He was actually sleeping in our bed and waking up multiple times a night (sometimes at least every hour) so something had to be done. It went much better than I expected for getting him to sleep in the crib. He cried for under 5 minutes for the three nights we worked on it. I did put him to sleep an hour later than normally so he would be pretty tired though.

I am just curious what everyone has done for the middle of the night feedings/wakenings. He still eats a few times at night.   Usually I would just nurse him in bed (he would eat very little) and then he would fall back asleep (some wakings after a few sucks, some after 5 minutes of eating, etc).  Do many of you still do the middle of the night feedings and then put them back in the crib asleep (my little guy ALWAYS wakes up this way) or do you let them CIO in the middle of the night to eventually end the middle of the night wakening/feeding? Do you feed and then put them in the crib awake to put themself to sleep? I'm not sure if I have it in me to let him CIO in the middle of the night and I only was able to let him CIO the last 3 nights while falling asleep as it was for under 5 minutes.  The past three nights I have just brought him to bed with me when the 3 am wakeup hit, but I would like to work on getting him to stay in the crib the entire night.  I feel bad not feeding him, but the pedi said he does not need it at this age (he is only in the 39th percentile though) and only eats as it is available.  Any advice is appreciated!!  TIA!!