Talk about bird illnesses and other bird health related issues. Seeds, pellets, fruits, vegetables and more. Discuss what to feed your birds and in what quantity. Share your recipe ideas.
I don't breed and I've never observed wild baby parrots (only adults) so I don't have any personal experience with this but I would imagine that what you are doing, meaning just dislodging any 'loose' part of the keratin sheaths, is OK -that's what I would do, anyway. Just don't pull any from feathers that are still growing or you will hurt him.
Helping him with his feathers is good but not essential, if you pull at the wrong feather/ones that have not quite grown in you could cause him to bleed and potentially wreck the new feather's chance of growing in properly. Don't be too enthusiastic with helping, his feathers should grow fine on their own.
A follicle needs to suffer severe trauma to become so damaged that it will not grow a new feather (in captivity, many parents pluck their babies bald and they still grow good feathers) but you are right that pulling a blood feather will hurt them.