Hi there! 
Your budgie's feathers are normal and there is no reason for worries, those little feathers on the wing are only temporarily misplaced and once he preens the area, the feathers will go back to place.
EDIT: since you mention those particular feathers have always been that way even after being preened, then your budgie has likely hatched with that characteristic on his wing. While it's not very common, slight disturbances on the placement of feathers (and wing development when there is a very slight deformity involved) can occur. And if this slight difference on your budgie's plumage doesn't affect him, then that's perfectly fine.
Your budgie's feathers are normal and there is no reason for worries, those little feathers on the wing are only temporarily misplaced and once he preens the area, the feathers will go back to place.
EDIT: since you mention those particular feathers have always been that way even after being preened, then your budgie has likely hatched with that characteristic on his wing. While it's not very common, slight disturbances on the placement of feathers (and wing development when there is a very slight deformity involved) can occur. And if this slight difference on your budgie's plumage doesn't affect him, then that's perfectly fine.