I've heard that it is bad for them, but also there is people on here who do feed it and haven't had problems. If you do a search on here you should come up with a lot of threads with discussions on it.
I feed them whatever and they seem to know what to eat and what not too. Turnips they let sit for a few days before they eat them...no idea why. I have kumquat and oranges where they are and sometimes I see them eat them but not a whole lot...they usually don't bother them unless the grandkids bust them open or if the dog drops some. They love pommegranates a lot.
We were given lots and lots of oranges by a neighbor - they were delicious but we couldn't eat them all. I cut them in half and the girls loved them. I don't give them oranges every day though. I don't think I would feed them lemons or limes though.