This is a Powder Down Feather and is what produces a lot
of the dust from Cockatoos.
These "puff balls" are much larger than shown here
and are perfectly symmetrical spheres
when floating. It's the sheath-like
covering of these puff balls that breaks off (to allow the
feathers to emerge) that
looks like talcum powder and is almost impossible to control.
Bathing the bird is little help
and can actually do damage if done excessively.