I haven't had a chance to try sex during "that time of the month". However I have discussed it with friends and a friend of mine loves it. They say what you feel is more intense because your more sensitive. Also they say putting down a towel works but shower or bubble bath sex works best.
Both of us usually avoid that period of time (no pun intended, really) but their have been times when she just started or finished and we went at it. There has only been a handful of times in the last 9 years we’ve been together that it happened in the middle of the period. - C