I've been on a Final Fantasy VII fic binge, and at least three characters have wings canonically (Crisis Core: Angeal Hewley and Genesis Rhapsodos), (Advent Children: Sephiroth) (Also, in Kingdom Hearts: Cloud Strife and Sephiroth), so if you search a little you're bound to hit some wing!fic. I don't know about long!fic, but chances aren't bad.