How to override links in each Views feeds?
I found the url_alter module: http://drupal.org/project/url_alter,
Some details from the module's project page:

URL alter is a utility module that adds two new hooks for other modules to implement: hook_url_inbound_alter() and hook_url_outbound_alter(). These hooks also replace the need for the special, silly custom_url_rewrite_inbound() and custom_url_rewrite_outbound() functions commonly found in settings.php.
It also provides an interface for administrators to enter in their own hook_url_alter code without needing to create a custom module.

It has some usable hooks:
hook_url_inbound_alter() and hook_url_outbound_alter()