So this website I went to go look at for wing bands. Do the wing bands go through the skin? It kinda reminds me of an ear tag on a cow.
I just banded some six-week old chicks yesterday. They do require puncturing, but it's in a spot that's basically just a flap of skin. We had a couple of them give a little squawk, but they were over it in five seconds.
Here's a picture of the first guy we did, so you can get some idea of what it will look like. Ideally it should be a little closer to the wing edge: