Thanks Jack for your question to "Ask Extension".  Mexican feather grass is not on the Oregon invasive species list and it is not on the Oregon noxious weed list.  In California, the concerns are that if it got established in agricultural areas, forests, open grasslands, riparian zones, disturbed land, and shrublands it would compete with the native plants for resources.  It produces tens of thousands of seeds, which are dispersed by wind and water or contaminated soil.  The seed-bank can persist for more than four years.  I believe that you could manage this plant in your small garden.  By removing the seed heads upon emergence, placing them in a bag to be disposed of in the trash would be good cultural practice.

I hope that this information helps you in your decision with the Mexican feather grass.  If you have any further questions, don't hesitated to contact "Ask Extension".