I do it occasionally, always for toasting, but not usually to save calories; more commonly to stretch one or two remaining bagels between the two of us, to provide more spreadable surface, to actually eat more of whatever we're spreading. We use a toaster oven, so slice width isn't an issue.
I try to do the slicing the professional way, pressing the bagel to the cutting board and beginning the slice from the side, rotating to vertical when the cut is well-established, but have to admit I've often sliced freehand, holding the bagel in one hand and slicing with the knife in the other, when I'm in too much of a hurry to clear a space or get out a board. I never do a triple slice like that, I'm not sure I could. For triple slicing you need the board.
I've been to the emergency room once for a freehand cut, and toughed it out other times. I wonder if a forensic pathologist could identify a freehand bagel cut just from location and angle. The ER doctor told me it was a fairly common occurence.