I was going to just suggest fairy wing tutorials but Penlowe pointed out the feather shapes. I think if you want to go a little more daring what I'd try is cutting out the pieces for foam wings
, the duplicating everything in the gift wrap used for fairy wings and gluing the two together, then
put the wings together. It'd be very easy to at least make a few test feathers to see if it gets you the look you want.
If not you could just fake the outline with the usual fairy wing instructions and make the edges torn/feathered but it won't look nearly at layered.