They will take about 3 weeks to grow a new head. If it is shut, that to me is a good sign. If you gently squeeze them, you may feel them move. But, I would wait and not squeeze, IMO.
The experiance that I have had with featherdusters is when you add them to your tank that they will dig into the sandy bottem or the rock. They then shead the old head (not use it anymore) and in about 2 weeks tney will grow a new one from the rock or sand.