I would not use a snap - metal - right? would it be too tight - just to use as a one piece "tube" like those tube tops the girls used to wear yrs ago? Maybe cut a slit in the middle - just to relieve some of the pressure??
but like you said - he does not like anything touching his body.
you know...I had a female tiel yrs ago...when I first got her - she had a terrible clip...when her feathers would start to grow in...she would pick and pick at one in particular- until it was bloody. And she would break the feather every time it started to grow...I took her to the vet and he said that it was obviously bothering her...and it would have to grow to a point where it was not irritating her anymore before she would leave it alone...it seemed like it took FOREVER...but she did eventually leave it alone...I really don't know what the best solution is for your Rocky...maybe just a slight spray (mist) of water or saline when he is picking at it?? One of the soothing sprays that are available? Extra scritches when he is picking at it??
I really feel for him and you...it is so hard when they are uncomfortable or in pain. Any more advice from Dr Barb? maybe some metacam - at night?