Sort of in relation to this page of "Be There" ->https://www.furaffinity.net/view/38554424/

Daniel mentions he first showed interest in a bow before all his "baby feathers" were gone. Some time ago I doodled this little thing of Daniel and his sister Annie when they were newborns. As a little headcanon me and have for our MLP based story, pegasi and ponies with pegasus genes are born with fluffy feathery down like baby chicks. Their wings either being covered in down, or just absent of feathers at the start until adult feathers grow in.

Since Dusk (a.k.a. Bonbon) is a pegasus, Daniel and Annie both have downy plumes as babies. Even now as adults, their necks and most of their backs have feathers mixed in with their fur that POOF when startled, angry, excited, etc.