Though you can easily redirect Blogger Feeds to FeedBurner now, this has a side effect - you will see some warnings when you submit the Sitemaps file (xxx.blogspot.com/atom.xml) to Google Webmaster Tools. (see screenshot)
The following Sitemap warning messages are shown in the Google WebMaster Tools control when using Blogger feeds with FeedBurner:
Line: 2 Invalid XML: too many tags - Too many tags describing this tag.
Line: 2 Incorrect namespace - Your Sitemap or Sitemap index file doesn't properly declare the namespace.
It's like a catch 22 situation - you submit the blogger generated atom.xml file to Google Sitemaps but it's redirected to the FeedBurner feed and that causes invalid XML errors.
Fortunately there's a simple fix - just delete the existing sitemap and submit a new web sitemap that has the following URL:
http://xxx.blogspot.com/atom.xml?redirect=false [replace xxx with your blog name]
The secret redirect parameter in blogger feeds will offer you the best of both worlds. You XML Feeds will still be redirected to FeedBurner but for Google Sitemaps, the redirection won't happen at all.
Here's the webmaster console with the new sitemap URL - no warnings anymore though the feed format has changed from RSS to ATOM (that should not bother you).
You can find solutions to most of your FeedBurner problems in our FeedBurner FAQ Guide.