Insect wings are generally constructed from veins and solid membranes. However, in the case of the smallest flying insects, the wing membrane is often replaced by hair-like bristles. In contrast to large insects, it is possible for both bristled and membranous wings to be simultaneously present in small insect species. There is therefore a continuing debate about the advantages and disadvantages of bristled wings for flight. In this study, we experimentally tested bristled robotic wing models on their ability to generate vertical forces and scored aerodynamic efficiency at Reynolds numbers that are typical for flight in miniature insects. The tested wings ranged from a solid membrane to a few bristles. A generic lift-based wing kinematic pattern moved the wings around their root. The results show that the lift coefficients, power coefficients and Froude efficiency decreased with increasing bristle spacing. Skin friction significantly attenuates lift production, which may even result in negative coefficients at elevated bristle spacing and low Reynolds numbers. The experimental data confirm previous findings from numerical simulations. These had suggested that for small insects, flying with bristled instead of membranous wings involved less change in energetic costs than for large insects. In sum, our findings highlight the aerodynamic changes associated with bristled wing designs and are thus significant for assessing the biological fitness and dispersal of flying insects.