When to remove hen saddle
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Definitely until she has her feathers in, and all/most of the time if she is the favorite hen, checking regularly as she won't be able to dust well and she could get overgrowth of parasites.
You may consider separating the roo out to give the hens a break, or giving her some quality time alone perhaps with another femaile buddy or anyone other than the roo.
My 2 cents