I think it would be good to hold her for a while, even just to reassure her that she's all right. Something about a Mama's arms that works wonders.
About the bandage...here in the states, we have wrap (gauze) which sticks to itself. I get it all the time when I've donated blood - I don't know what it's called. but it's like an Ace bandage, except it's sticky and will adhere to itself, leaving no ends to take off. If you can get your hands on some of that, it might help.
Also consider using an Ace bandage. Wrap it in a figure 8; around her leg, over her shoulder, around her leg, over her shoulder several times. Put the solution on under the actual bandage (or cotton square, whatever is appropriate), and wrap it that way. It will likely hinder her movement, and don't make it too tight, but it will be far more difficult to remove - either by herself or another cat.
Or...take an old sock - a long one of yours. Bandage the abcess, and then slide the sock on to her. Take 2 safety pins, and a peice of ribbon. Attach a pin to either side of the sock and pin the ribbon to the sock, leaving enough room for her to move. It will act like a sling, and since it's over her shoulder, it will again be harder to remove.
I think the trick will be somehow using her shoulder/back to keep the bandage on. It provides leverage that way, and is much more secure than just a bandage wrapped 'round her leg.
Hope one of these works - yes, I've used them all at one time or another on one cat or another...Depending upon the cat, it's had moderate success or great success. But always some success.
Hugs to you and wee Persil...and get well soon!