Mine do that "keep away" game with everything! It seems that bright colored things or especially white things are their favorites. They're getting probably more protein than they need, but I see them eat feathers occasionally, and today I had to catch a hen and pry a loose collar tag off one of the goats out of her beak! Fortunately she did not swallow it because the others were chasing her too much and she couldn't stop running to eat! Sometimes it is gross what they will eat. I would not worry if it just happens occasionally; sometimes I think mine pick something up to check it out because it is interesting, and then the others think it is food, and chase them, and their instinct to keep food to themselves makes them think what they are carrying is a good treat, so they swallow it to keep the other birds from getting it.
Now, if they are ravenously eating feathers, that is a different story. That is probably a protein deficiency.
