Yes, we did (and had huge problems after some time). And we switched to defining satellite zones and endpoints in the masters zones.conf files.
I second that. The Director even has a (cryptic) warning about that feature.
If you want your agent to behave like a satellite you need to add it to the masters zones.conf. After that you can use it as a zone inside the Director (after a kickstart).
And then basic Icinga behavior: every check without command_endpoint/“run on agent” setting will be executed on the satellite for each host you put into the satellites zone.