Fletching on late medieval bolts? I've seen wood, leather and parchment. There are also extant bolts that clearly had feather fletching at some point, but of course feathers don't last hundreds of years.
My friend Jim, who used to participate on this forum as 'Silly Person' made some ash bolts with thin maple vanes. Basing his work on illustrations from Holger Richter's books, he made a jig for cutting grooves in ash dowel shafts. He built a second jig to shape wet maple vanes to the correct shape, then glued them in... I think he used Titebond III for that. Maple vanes, with the grain the right direction, glued into ash shafts, were pretty darned strong and flew nicely, given a strong enough bow to begin with. And they looked great! Geezer.