Can you counter Jenny's Thousand Feathers skill?
Yes you can. Run out of it.
She casts it in wide circles, and the trick is to start moving as soon as the arrows start falling. If you get stuck in a tight spot you can candy through it, and if you mess up the first set of torches, you can have a priest bubble the torch bearers through it.
Really though, as soon as you see arrows, run out of them. That's the trick. It's percentage based, so if you enough health to survive her other hits, don't buff hp as much, and having three healers helps A LOT.