What are you using for wrapping bandages? Sports Wrap/Vet Wrap/Coban (whatever you want to call it, works really well (for me anyway). It stays in place, you can cut it how you need - into thin strips or use wide - depends on how you wrap. You can find it at walmart, tsc, dollar general, etc. (example below).
That would be up to you whether you want to put her in the coop for the night, she may be happier. If her feet will remain clean/dry, then it will be o.k. She can decide if she wants to roost or nestle down in some bedding.
I have not had other chickens pick at wrappings when I used them. You'll have to watch and see how it goes.
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