Make sure your bed is level and you have the height of the nozzle set correctly, the first layer has to be pretty perfect.
I'm using 0.1mm layer height and a 0.35mm nozzle. The fletchings are only 0.3mm in height.
These could be glued straight onto the shaft of your arrow or you can use the sleeve I have made.
As I said I haven't tested these and probably wont (I have nowhere to shoot my bow) so if you do use these please let me know if/how they work.
After printing the sleeve I don't think it will work as is but the fletchings seem pretty good. They feel like darts flights maybe a little stiffer.
I've now added some 0.4mm thick versions.