that photo looks like a large mass of muck from the nest. i have occasionally had some build up around the toe nails, and are quite hard to remove, they set like concrete!
if the feet are bleeding i imagine it would not be coming from the lump itself but from the foot? if so then i would think the lump is muck and would need to be soaked in warm water to be removed. if left it could cut off the blood supply to the toes.
i am not sure why it would cause a budgie to bleed to death though? where was the blood coming from? ws it near the lump on the foot?