I've been doing it for years. I probably have a compost pile larger than most, but still... I usually have a very large leaf pile that I turn with the loader on my tractor. That is where the majority of fish scraps go.
Here is my fish gut pile:

If I had a small compost bin, I don't think I put them in it, and I would never put them in my worm condo, which is where most of our kitchen vegetable scraps go.
There are times when I will put the fish scraps down near the pond in front of one of my game cameras. I've gotten a lot of interesting critter photos that way.