OK so finally here is the whole story along with some photos of her injury!
Last Saturday I notice some of the feathers on her right wing were it joins her body were looking darkish, so I washed it away using a moist towel, but I soon realised it was blood. After careful inspection this is what the injury looked like:

As you can see it doesn't look very big, she was still playful and wanted to do her tricks and spend time with us. I washed it with salt water and it looked to be healing. Then after a couple of days she was picking at it and it started to bleed but not as much as the first time so I decided to take her to the Vet.
The Vet had a look at her and was pleased we washed it will salt water and the wound still looked very clean. He said she would need a GA and will require a couple of stitches and it would only take 10 mins. I was told to go home due to the fact his assistant wasn't due to arrive for another 30min or so.
While waiting at home I received a call from the Vet's assistant and she said once our Conure was under a GA and they had a proper look at the wound, it turned out to be much larger than anticipated. Her feathers were hiding the extent of the injury.

This is what it looked like when we got her home.

After a couple of days she really wanted to have a bath and she was going to have one in her drinking water. So we let her have one in the Kitchen sink, which my wife washed, disinfected and then made her a salt water bath. Which she seemed to love.

This is what it looked like after a few days.

So how is she now. Well the Nippyness seems to have settled and she is pretty much back to norm but still frustrated with the fact that we limit her flying. I think she just needs to have a good fly around to get it out of her system.
She hates her antibiotics and doesn't like the fact that I make her have it, but that's just life hey

Its now 4 days since she had the Stitches and some of them have started falling away. She picks at it but so far she hasn't made it bleed.
As far as I can tell she ripped her wing while trying to break out of the cage. I've since noticed the cage has some sharp bits on it, but this only becomes an issue if the bird tries to get its wings out of the cage which is what she's been doing. Our Cockatiel has the same sort of cage and hasn't had an issue, so I honestly think its due to her and what she's been trying to do.
My Conclusion!
I guess the thing I've learned from this is even if the injury appears to be small the feathers can hide a lot, so be very careful!
The Vet's Bill
Consultation - Avian $59.09
GA Bird Isofluorane 15ml $45.00
Surgery - Avian (20min) $120
TFEE Avian Surgery $24.55
Hosp. Bird Small $13.64
Clavulox Drops $20.43
Suture Chromic Gut 19.58
Total Ex Tax $302.28
Tax $30.23
Total $332.50