I’m with BP on this one. The cocoons are basically the Changeling equivalent of cages. They can clearly reproduce and sustain their numbers without turning their food source into one of their own, and merely capturing their enemy’s greatest champions is enough to dramatically hurt morale. If they want said champions to also essentially work for them, then there is Chrysalis’ mind control spell which, though temporary, would be effective.
 
I don’t mind the art, I actually like it because I view it as species swap artwork like ponies as fish (which reminds me, I should tag these images as they’re showing species swap by technicality), but the whole vampiric change-you-into-one-of-my-own fanon I just don’t agree with.
 
If you want vampire behaviour in FiM, just draw ponies with fangs that have an aversion to sunlight. Changelings already have that disguise ability as their greatest perk, and their insect background is their theme.
 
While on the subject of fangs, I headcanon that Changeling fangs contain a venom that merely places the victim into a temporary deep sleep, and is used mainly to escape if their cover is blown, or to put trapped victims into a short slumber to prevent them from trying to escape and wearing themselves out.

@Drasvin:  
Which clearly can be done by just keeping them for food and letting the psycho powers get them a la Shining. There is nothing to be gained from this when one of your own can transform into them, steal their thoughts, and keep you in a locker for a brief snack.

@BG  
Not always wasteful. They lose a food source but potentially gain a powerful member of the hive. New secrets. A drop in enemy moral. And especially the psychological factor that the enemy’s greatest champions now play for their team.

See, I’m always been bothered by this. If you are indeed a shapeshifting race, converting anyone to your type of creature is the most wasteful thing ever because you then lose someone you can feed on.