When you use a non-violent means to wake up a beefalo at night (beefalo horn use, setting something on fire next to them, etc), they will get up and go through the behaviors like they are awake - walking around, grazing, and so on and so forth... BUT they seem to retain their sleeping flag even though they are clearly not. Trying to feed one will result in your character giving their line for when you try to use an ineligible interaction on sleeping animals.
(NOTE: This was only tested on wild beefalos)
Get a Beefalo Horn (or other method mentioned above), approach a beefalo, use the horn, try to feed the beefalos that wake and follow you.