I recently had the chance to use the nursery room at Times Square (9/F). It was clean, comfortable and private. A much better experience than using the handicap bathroom stall.
Yes, the room at the back is v.nice for feeding.
If you just want to change your baby, it's often busy. If you nip next door into the female toilets, they also have a baby changing station there, and one on the 3/F (but no men allowed).