There are saddles with wing protectors on them! Check out the 'everything else' for sale section at the bottom of the forum. Some of the talented folks that make saddles made them with an extra flap that will protect the wings on the girls. I've used them before.
Note that in my experience, even with saddles and wing guards... if a roo is vigorous with his hens too frequently, the saddle itself will rub and damage the feathers too (but at least his claws and spurs won't hurt her skin).