I would do more research about microchips before you make your decision because they are now finding that there is percentage of dogs and cats that develop cancerous tumors (fibro/liposarcoma) because of them (some even died from them) and a dog I adopted had to have it removed because it caused a huge infection so, personally, I would not use them on any of my animals.
Microchipping has been a legal requirement for dogs & cats here for many, many years. I've never seen or heard of any adverse reaction in a dog or cat if inserted correctly into the subcutaneous tissue and using correct proceedures such as swabbing the site with alcohol or iodine before inserting. The issues discussed above are more than likely due to incorrect proceedures being followed when chipping the animal. It's fairly new in birds so it's too early to say if any issues develop.
The only problems we found - again with dogs and cats - is if people moved and didn't update thier details or the animal was kept by the finder and not bought into a clinic or to the pound as a stray. The other issue I can see is the lack of knowledge on where chips are inserted into a bird or to even vets thinking to scan it. Hopefully this would improve if the practice becomes more common.
I do agree though you need to discuss it with your AV on possible issues and since we didn't chip birds when I was working I don't know anything on whats involved except it's a bloody big needle!!