Should I avoid using the device while charging it?

Is it bad for the battery if you use your device while it is charging? For example: I am out of power on my Nexus 5 or Nexus 10 while playing Asphalt 8, and still want to play the game. Then I plug in the charger and keep on playing. Is this bad for the battery? Should I avoid using the device while charging it? Why/why not?

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