well, that works if you have control of the when and where of feeding.
But another thing is , once you do have the halter on the horse, you can just stand next to him for a bit, real casual, breathing easily, rub or scratch him a bit, kind of get him to forget the tension he might have felt when you put the halter on. Then walk off up to the barn or where you are bound.
Don't put the halter on quick like, then immediately yank him off to lead up.
However, once you start walking, leading, you DO expect him to lead well, and if he doesn't, well, that's another thing to address; respectful leading.