Try FRONTLINE it will work but you probably won't see till the bird moults the feathers. If the quill is still in the bird, which I suspect they are the pigeon does not know they have been chewed off and there fore will not throw the quill until it starts the moult.
Frontline is a cat and dog flea product only available from a Vet, it works on the depumming mite 95% of the time were many similar products fail on this particular mite.