I usually put my new hackles in the freezer for a few days to kill anything off. Then I keep them in a tackle box with moth crystals. Little critters are not a good thing to have in the house, especialy if you are married, the other half will not appreciate it.
If you bought them from a store, I would definitely call them and tell them thay have a bug issue.
I do not kill my own I just read some where about feathers having bugs. I'm not even sure what kind of bugs but I sure don't want bugs in the house! Will I be able to see these bugs with the naked eye or are they like microscopic mites?
Here is an interesting link on fly tying pests
I have been using boric acid powder for years and have never had a pest problem since I started. It's cheap and available at the drug store. And there is no smell.