I did some research on the internet and found a nice piece of information......
When is a blood feather dangerous?
The danger with blood feathers occurs if a feather is cut, broken, or bent. Because the feather has an artery and vein, a damaged blood feather will bleed, often profusely. Once a broken blood feather begins bleeding, the simplest solution is to gently remove the damaged feather by pulling it.
You can find a whole page on "Blood Feathers" here, http://www.quakerville.com/qic/qbfeathe.asp
I hope I helped