They don't use winglets on refueling drogues or hoses. They're just shuttlecock shaped.
They do put winglets on rigid refueling booms, however. Maybe that's what you were thinking of?
I don’t know what I was thinking of as I just remember seeing b&w film footage as a kid with some explanations by my Dad retired as a naval aviator once assigned to a drone squadron back in the day as remote controls led to joysticks when ‘gaming’ with real life.
Nice quick writeup with boom (high volume) and hose (low volume) pics here...
http://www.aerospaceweb.org/question/design/q0213.shtml