Sometimes if i'm in a hurry or just being plain lazy, i have throw in untreated ice cubes, I've never had any problems, granted it was never very many at once, But again everyone's water is different, So you do need to take that into account,.
If you plan on doing this many times, then treated is definitely the way to go.
be sure to mark the bags that has the treated ice cubes in it, (may not taste very good :)
Bags and bottles are definitely the safest way to go.
But I really wouldn't worry too much about the odd untreated ice cube..