I've had MANY blood feathers break from when my conure was trying to learn to fly while feathers where still growing in. Honestly, I started out by pulling the feathers, but he broke so many tail feathers that I became afraid of damaging the folicle by pulling so many feathers out, so I just started protecting the feather. I would stop the bleeding with styptic powder, flour, or corn starch. I would then take a small piece of soft medical tape and wrap it loosely around the end of the feather after it stopped bleeding (but make sure there's to stick ends that can get caught on other feathers.) The feather will still grow in, it will just look funny, or the end of it will be missing. I'm not sure how well that would work for a wing feather, though, since that's so easy for them to chew. It's probably not the best strategy, but as I said, I was worried about pulling too many feathers. It was obviously painful, stressful, and I worried that it would cause long term damage.