I always change the nappy 1st then feed. Often resulted in screaming hysterically cause my dd was hungry and impatient, but the end result was a happy, sound asleep baby after the feed. There's no way I couldn't change her, even with a bigger nappy, she would just end up wetting her clothes/bedding and waking in distress causing more problems. 1 minute of screaming was well & truly worth it.
Now she's nearly 1 and she doesn't wee so much overnight (ironically her 5.5yo brother still does!) and there's no point in changing her nappy before her 1 overnight feed as it's usually dry. She saves up her wees for the morning. If she does try & sneak in a 2nd overnight feed I will change her before that.