I have the exact same problem with a bantam frizzle Cochin.
I have a small flock of 5 (I live within city limits, so 5 are all I'm legally allowed to have). 1 standard easter egger, 1 Barred Rock, 1 silkie, a Japanese frizzle, and the poor little Frizzle Cochin Bantam...
The Japanese and the Cochin were purchased after two of my original set of chicks turned out to be roos, they are the same age as my original chickens.
After their quarantine period, when we tried to integrate them with the rest of the girls, they picked her bald and drew blood in a few places the first night in the main coop. We separated them out again thinking that maybe the older hens were just bored since it was winter and they didn't really get to go out and peck around much. We let her heal up, and we started letting them out in the yard to free range with the original hens to get them used to one another and let them sort out a pecking order for a few hours each day, always supervised so we could chase anyone that got too aggressive with them off.
We kept this up for several months, but when we tried a second time to integrate them it was still disastrous. We separated the EE (who is my alpha hen, and the one most likely to pick on the little frizzles when they are out in the yard together) and the silkie into a different coop (so the EE wouldn't get lonely). I threw a cabbage in the main coop to hopefully keep the barred rock entertained, even tho she is usually a total sweetheart that we thought would be OK with them, especially since she would be outnumbered (the Japanese and the Cochin are like BFFs, they are never more than 2 feet away from one another. We named the Japanese Kage, which means shadow in Japanese, due to the way she faithfully follows the cochin non-stop.) We put them into the coop at night when the BR was already roosting for the night, but the next morning the BR had picked the poor cochin BAD. She was missing a chunk of flesh the size of a golf ball from her back. (I almost passed out and had to lay down a few times trying to clean the wound.) She is now recovering in my bathroom (doing well btw, I was actually worried she wouldn't make it)
I have nearly given up on the idea of EVER integrating the new bantams now, I don't think I can handle another episode like that. We are now building a second, separated coop and run right alongside the main one so they can see one another and I can let them out to free range together but no one can actually get to her to hurt her at night.
I may TRY opening up the two runs to one another after another month or so with a door that only the little bantams will be able to fit through, but I worry that a chicken just isn't smart enough to run through it if someone does start picking on them.
The person I purchased the new bantams from had mentioned that she had to move the Cochin to a new coop because she was being picked on.
I don't know what it is about the poor little girl that makes the others want to pick on her so bad (she's not the smallest, not a weird color, not the only frizzle, and she has been vet checked and is perfectly healthy)
I don't know what else I could possibly try :-/ Any ideas would be welcome.