Your sentence is almost perfect! Here's a small correction to make it grammatically correct:
Original: Black swans hatch grey and change their fluff for black feathers as they grow.
Corrected: Black swans hatch grey and change their fluff to black feathers as they grow.
Explanation: We use 'change to' instead of 'change for' when talking about something becoming something else. So, we say 'change their fluff to black feathers.'