We do it during the summer, meaning that it is our primary focus. CPE is good in that you learn/hone good listening skills, you become more exposed to more ministerial opportunities, you get to work with Catholics and non-Catholics alike.
Since most programs tend to be ecumenical in membership, some difficulties can arise, depending on the program and supervisors. I know some people who had prayer services at theirs which included communion and the services were mandatory. Our faith does not allow us to participate fully, which can result in tension as well as pressure from supervisors. Also, while it is good to reflect in a group atmosphere, there also needs to be reflection with a Catholic supervisor, preferably an experienced priest, to explore more fully some of the Catholic components of this ministry which might be lacking in the ecumenical discussion.