This is rapidly turning into one of those threads where personal experience tends to be generalized into Rules of Conduct!
I agree with a lot that has been said here on the side of caution and question anything that suggests that "it's O.K. if you just follow this practice." For example, Phonognatha graeffei, although not an orb spider proper, curls a leaf with a sheet web (rather like tent caterpillars do) and is rather slow moving, much like a black widow.
The only time that I have bothered with spiders was when I was still starting out, had inadequate conventional food supplies and black widows were abundant locally. As a precaution, I held the spider in a pair of padded forceps in my left hand, and using a head magnifier (the Boon to the Elderly) crushed the mandibles with a pair of forceps held in my right. Not quite as sophisticated as Chuck's milking apparatus, but effective. I do not like mutilating critters, for some reason, and will probably not bother to use this source of food, except for the occasional orb spider, in the future.
My friend, however, is made of much sterner stuff, and it is rumored that she snatches up a spider or wasp with her bare hand and bites off the offending appendage with her teeth. Go, Mija!