I don't know what goodnight milk is (not sold here) but the issue with the rice cereal is that if not mixed well enough, and it occasionally happens, a clump will go through (sometimes people will use a cross teat so the chunk is big enough to pass) and then a baby may 'choke' as they are not expecting a clump of food.
I think a very young baby would gag... I really doubt they would actually CHOKE (mine has choked once and oh boy, those are 2 totally different things!!!). IMO it's like "don't microwave the bottles" ... you will get one person who doesn't swish the bottle and feeds the baby a hot spot, so nobody is recommended to do it.