Welcome to the Avenue!
As said, those are pin feathers. As birds cannot preen their foreheads with their beaks, they will scratch with feet and rub their face on natural wooden perches to preen that area if a mate is not there to help. Dowel perches, like in your photo, don´t help preening feathers much as they have no texture (they´re smooth). A nice wooden branch will help a lot.
Baths will help soften the keratin, and then your bird will rub his face on things to preen the sheeths and dry himself.
I hear a favourite bath for budgies is wet lettuce leaves hung to the cage, or in a small bowl/plate with a little water.