Feather cysts are usually treated by surgically removing the infected or injured feather follicle. If the feather follicle is not surgically removed, the bird will continue to develop the feather cyst within it. However, surgery is not always a practical option. Especially in case of canaries, as they usually have multiple feather cysts.
Keep in mind, taking your bird to the veterinarian for diagnosis and treatment is the best option for a temporary or permanent treatment of a feather cyst.