Flan's wings can probably be made with thick wire or, as Vacancy Area said, bendable tubing (it would have to be really thin tubes, though). Make sure they don't just stick out straight, you want them to curve a bit, either upwards
. You can cover those with paper mache, and paint them brown/black, depending on whether you want to go with fanon or the official portrait. From there, you can make the crystals out of thin plastic or paper. If it's plastic, you might want to tint the insides of the plastic before making the diamonds. If you wish to make them glow a bit, you can put LED's inside them, just makes sure they're portable because I don't think you want to sit next to an electrical outlet all day, heh.
As for the outfits, you'll notice that both their dresses aren't a one piece. They've each got a skirt, and a top, and, in Flandre's case, an undershirt.
For Remilia, you'll want to make a basic, loose top, with puff sleeves. Here's a tutorial for the sleeves.
As for the rest of the shirt, just find a tutorial for a basic, unstyled top on Google or find one in a used clothing store. Make sure the fabric isn't of different colors/shades/tones. Make a collar for the shirt (I'll try and search for this one for you; no promises) and attach it. There should be red ribbon/bias tape embellishing it, and ruffles around the base. A solid ruffle should go up the middle of the shirt. Put red ribbon around the base of the puff sleeves, and attach a red bow on the sides of each one.
Take a red ribbon, and tighten it around the waist of the shirt so that it fits your waist. Attach a large bow on the back, with white bias tape on the ends of the ribbon, and that's her shirt, pretty much done. Underneath that, you'll want the skirt. The skirt will be just a basic circle skirt, length should be around your knees, maybe a bit lower. Here's the tutorial.
For the elastic, try and get it either red, white, or pink. Now, you're gonna have to have the bottom of the skirt ruffle a bit. Here's a tutorial for something close to that effect.
That mostly sums up Remilia's outfit, minus the hat. I have no clue how to do the hat.
Flan's is virtually the same as Remilia's costume, but with the difference of the undershirt, the scarve, the collar, and the skirt's ruffles.
Make a shirt like Remila's, with the puff sleeves, only white and longer in the torso. There should be red ribbon around the sleeve bases. No bows. Next, you need a red overshirt, sleeveless and shorter than the undershirt. It should be loose.
The collar needs to be white. It also needs to have at least two tiers of ruffles on it. Attach it to the undershirt, and make the collar appear over the overshirt. You also need a yellow scarve, to go around, under the collar and tied infront. The particular style is called ascot. Here's a quick lesson on it.
Her skirt is also red, and a circle skirt around the knees. However, instead of ruffling it, the ruffles need to be white. Create the ruffles before hand, and attach underneath the red skirt.
This part is optional: You can have a large white bow around your waist in the back, if you want. It's all up to preference.
I've attached a couple of pictures, if it makes things any easier.