I am no expert at helmets, but I recently made a pair of wings from craft foam.
These wings started as two pieces of large 3mm craft foam sheets connected by some heavy wire from the local hardware store. I make the wire into a "U" shape between the wings so I can slide it into my corset, which means the wings are strapless! After layering feathers upon feathers to the two main sheets, the wings took shape. The craft foam comes in many colors, but if you coat the craft foam in 10 or so layers of water+glue you can seal them and spray paint them. Feel free to then add glitter to make them look magical! :3