Fairy wings, Butterfly and Bumble bee wings!
Use netting to create a delicate wing 'feel'
Larger holed net will allow for the children to thread wool through - use safety needles that are blunt.
You could use silver and gold threads for the fairy wings and sprinkle them with glitter - a normal PVA glue can be used and once dry it should shine and glisten!
Extend this craft activity to make sun catchers - hang them in your windows so that they reflect the sunshine.
Look at real life pictures of butterfly wings so that the children can see the patterns in them.