I learned that with very small fish or with the parts of large fish you might otherwise discard, the most effective survival use is to dry them, pulverize everything, fins, bones, head, guts and all, into powder, and add the powder into whatever "stew" or "soup" you are cooking.
The idea is that nutrients, minerals, etcetera, are in all parts of a critter and, having invested the time and energy to harvest the critter, you want to consume them to get maximum benefit [and to honor the spirit of the critter, etcetera, if that is part of your belief system.]
Does this same practice, feathers aside, apply to birds?