Vrock feathers don't give a bonus, it turns out - unless I'm missing something, they are used only as a material component for Stunning Screech (Bard 3, Demonologist 2), which wants "Feather of a large bird or a vrock".

I don't know about you, but I think I'd rather buy a goose. I guess it must cost about the same and you can eat the goose afterwards.