[AndrewC]

I should probably confess that in an earlier photo I had gills, for pete's sake.

I sincerely doubt that. You may have had folds, but gills no. You don't yet have a functioning circulatory system.

[txhurl]

OK, I was trolling.

However, bats fly without feathers. Wouldn't the small, warm-blooded reptile --> flying rodent --> feather-bearing bird track be simpler?

But from an evolutionary perspective, the development of wings was to get off the ground, quickly. Pterodactyl achieved this, without feathers, AFAIK. Perhaps feathers were evolved simply as a warming/waterproofing mechanism as the flock ventured into colder territory.