So long as it’s legal to have (ie no native birds in your collection if you live in the US, even if it was captive reared, except for a few game birds gifted to you from a licensed hunter) it really depends on your own feelings and opinion :) Though also being mindful of who and how you contact people asking for bones to clean!
What I mean is, you can just pick up roadkill if you wish. Asking friends who breeds animals, as well as those who are licensed to hunt, will probably be a good source of heads to clean, if your ethics means you are happy to do so.
I have, in my pursuit to obtain animal remains to clean and preserve; bought from butchers, taken “waste” from a game butchers, asked friends who work in wildlife rescues, asked staff in a veterinary clinic (in which I did work experience), asked the animal management center at the college at which I did my degree, asked a zookeeper at a public animal collection, contacted breeders of small mammals, asked at petshops (for frozen feeders and departed for sale). I keep meaning to contact my local council and ask how the roadkill that is cleaned from the streets is disposed of, as well as contacting more animal rescues, vets, animal collections and breeders.
A large part of obtaining “deads” from other people (with who you have to communicate to obtain them, instead of just picking up roadkill, nature cleaned etc) is approach and wording. I would never approach a horse yard and ask them as I would expect to be run out of the yard with pitchforks even if I asked as politely as possible. Knowing someone (who can vouch for you, pass your name along to people) helps with things a lot, as it can reduce some of the fears (that you, as the person asking for dead animals, are a “nutter” etc). I have contacted some places and recieved no reply whatsoever. With my college and the public animal collection there were concerns of ethics regarding giving possible disease risks, possible rare species to (effectively) “a member of the public”. So it can be hit and miss, and sometimes very stressful!
Some people to prefer to only pick up nature cleaned bones. Some people prefer to source only from roadkill. But if you feel comfortable with it, and it’s legal and you ask politely and respectfully, I don’t see why you shouldn’t ask.