I've done test screenings/film focus groups, but there was never any during-the-film component –– just a survey on our phones after, and then a smaller group of us being led in a discussion of specific strengths/weaknesses/ways we would describe it/etc.
I don't think it really matters what someone feels DURING the show, it's their feeling immediately after it ends and in the days/weeks to come.....right? This type of thing could also be horribly unnerving to the actors, especially if there was any element of stopping and starting. You'll get nearly the same results by just doing post-show surveys + anecdotal responses from people with "trustworthy" opinions. A lot of the issues will also be abundantly clear to the producer/director/author!
A film can be made or broken in the editing process, which is something that doesn't really happen on the same level in theatre, and that's why test screenings can be so crucial. The biggest issues of DEVIL WEARS were probably evident in the final studio run-through; adding tech/design/orchestra surely makes a difference and can change the calibration of things, but it is far less significant the film editing process (especially in a vfx-heavy film).