The problem is getting the females to hold still whilst milking. Plus you have to be careful not to knock a joey off a teat... they're really tiny at first, so hard to see/feel. Fortunately, the pouch faces 'backwards' so as long as she's occupied 'at the front' (a shank of wallaby does the trick) you should be OK.
In the wild, Tassie Devils are nocturnal but this has been reversed within the Devil Sanctuaries (trying to save them from a rampant, naturally occurring, mouth cancer) due to feeding routines.
Cute little buggers but LORD do they SCREAM!