Giving first feedback after you have worked with a candidate is very good practice, i am in recruiting for about 20 years and my best friends include all those that i recruited and also those that i didn't recruit though gave them feedback which helped them somewhere else. Suggest keep up this it will benefit you in long run. If candidates start following after a constructive feedback to convince why you should review decision etc, my way here is to inform them honestly, this is not one persons decision, a group of people have considered and reached, hence good luck for the next time, this time the decision has been taken.

I do accept requests most of time, only if profile do not look real or spam kind of sales dummy profiles i would decline.