If you sew, there are lots of patterns for free on the internet for saddles.
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You can make a one piece no-sew hen apron/saddle out of a 7x9 piece of polar fleece. Cut 2 slits 1 1/2 to 2 inch long for the wings. Slip it over the wings and it will stay on, then trim to fit. You can Google polar fleece hen saddles and apron, and look at images for how they look.
I agree with Bluie, in that chickens will pick feathers while hanging out on a roost or just sitting around. I also will try some BluKote spray in place of a saddle every other day, and then look for regrowth of feathers. Sometimes those feathers will not grow back until the nest full molt.