This is doable! This is a gross dirty feather I found in my yard. I made the blown shape, threw it under a fiber blanket since this was just a tester, then inserted the feather and melted the tip off.
To do this nicely I will need clean pretty feathers.
and I will put the empty blown ornaments into my kiln to anneal, then I will insert the feather and quickly just melt off the tip to close. So most of it will be annealed.