In terms of the Scandinavians prior to their acceptance of Christendom, no. They had no qualms with the idea of raiding and, in fact, relished in their pursuits. They even took children with them, as apprentices of sorts. With the children, like with knights and other professional groups of the Middle Ages, it was akin to a nephew/godparent,adopted uncle, etc. relationship and gave to the child the necessary exposure to what was expected of them in their adult life.

With the Scandinavians who had later accepted Christ, again, no. They did take issue with some practices of other Viking groups, and this is evident in the Sagas, where a feud between two families breaks out, but one group finds the practice of burning people alive inside of their home as a cowardly, unchristian act.

For the most part, if there were moral, or legal, dilemmas regarding raiding, I believe it was settled at the Althing or they could abstain from raiding. My knowledge on this being less than thorough. Source: Somerville, Angus. The Viking Age: A Reader. 2^nd ed.

An interesting anecdote from Egil's Saga, chapter 46 details the silent raiding of a farmhouse in which the vikings stole a great deal of food stock without alerting the landowner. Halfway back to the boats, Egil feels ashamed of what they've done and goes back to burn the farmstead down and slaughter its inhabitants. Stealing was wrong because the spoils had to be earned in battle, even against defenseless farmers.

I should also note a disclaimer here that Egil's Saga is attributed to the Christian historian Snorri Sturluson, whose work was partially propaganda against the pagans and thus may not portray an accurate depiction of the culture.