Hah! I did exactly that on the first use of mine - had the rubber band and string on it, and then the rock broke and one of the feathers fell straight out of the string before I could catch it and, not surprisingly, fell between some deads on the floor - took me ten minutes to find it. So a friend has just given me one of these magnetic telescopic thingies, and it has an LED light in it too. I used the P + Fs again the other day, but this time managed to hang onto the feathers, so not needed it yet.
I was wondering about the tape though, as there's only really the wing-tops for placement that wouldn't abrade it off on use, as far as I can see.
Anyway, I did get them from Rids Bruners in the end, and I have to say, they've been great fun to use. I've been enlarging a squeeze, rather than breaking rocks, so it's had to be a careful approach, as obviously one side of the equation is infinite - just been taking two-inch 'slices' off, as any more risked sticking. Also the squeeze was vertical, and working it entailed sliding into the gap sideways and then pretty much hammering in an upside-down position - not the easiest of jobs, but it can now be passed with SRT kit on, which was impossible before.
But very satisfying, and the noise is the best guide to what's happening - as they tighten up, there's a nice strong 'ding' generated, and then it gets progressivly duller as it starts to go. After a few attempts, I can now roughly tell by the sound when the break is about to happen.