They look more like tentacles than feathers to me, but if it extends farther it could be. Feather duster crowns tend to be more structured in their appearance, as with a lot of filter feeders, but maybe another filter feeder could have something similar, especially since it's pretty small. I'm not used to anemones with different colors per tentacle, though.
If it moves along the rock, it's probably an anemone. If it pops out a different hole, it's probably a filter feeding worm or cucumber... if it stays there..... get a jeweler's loupe or similar and try to get a closer look?