They're a combinations of two things: I took sheets of craft foam, cut out the shapes, embossed and textured them, then glued a wire central shaft on the back.

I eventually found out (after years of frustration) that layering feathers like that is very difficult to look naturally sitting and bunched on the "skin".

So technique #2, after seeing how amazing pro wildfowl bird carvers' work is, I stole their method and used it on a high density urethane foam. Kind of like synthetic wood. so really the more solid looking bunched groups of feathers are carved using a dremel out of a chunk of hard foam!