Most of these coverings have a gap between the glue activation temperature, and the shrinking temperature. The gap is quite small on some of the coverings though. Try using a lower temperature setting.
Try calibrating a point on your iron to boiling water by sprinkling water on the iron face. When the iron clicks off the water should be boiling, and it should stop boiling about when the iron clicks on. Mark the dial with a sharpie or paint. Now when you read the instructions for the film there is a reference temperature on your iron to get started. (212F, 100C)
This works well with red and yellow very well, less so with blue. White and black not so much... There is a color change at the glue activation temperature with all the films I have used. The change is slight, and is usually a darkening of of color.
Lots of good advice for wrapping the wings already in this thread. Get it even and tight before shrinking. The less shrinking done the better.
Phil