put a bone saddle and bone bridge pins on my aj -500. wow, what a difference. the difference in brightness and sustain is unbelievable for the money spent. putting a bone nut on this week....we'll see what happens
Anyway, a bone saddle will have a noticeable effect on sound. Bridge pins, not so much. The vibrating length of the string, that transmits energy to the top, is between saddle and nut (or fretted note...). The extremely small difference in mass between bone and plastic bridge pins could have little effect on sound.
Likewise the nut; the advantage of a bone nut is mechanical. Bone is much harder than plastic and the string will not bind in properly cut string slots. This makes tuning more precise.