Tootsie sometimes will preen one if I'm holding it near her, but sometimes I do get the fluff-up-hiss display (all for show, she's just playing around). I've put a feather in my hair to see what she'd do and she didn't like it -- I could just see it on her face, so I quickly took it out.
Ha! I keep a big vase of beautiful feathers too. My husband thinks I'm crazy. (Interestingly, I've seen people selling them on etsy. For crafts I guess?)