Budgie Feather Loss

i scared my new budgies loose feathers alot.
because im trying to train them and it seem like when ever they spook and fly around their cage they seem to loos little fluffy little feather is this normal?
and what do i feed them to make them heltheir?
also my male just started to get on my finger but when i touch his belly he seems to be quite bony and weak. whats something good to give them so they can be more stronger?