Crickets have wings, and on a real live cricket, they're covered by plate-like forewing, but in the interest of giving Zoe a pair of pretty, shiny wings (and also lack of time to be entymologically accurate), I skipped the forewings and went straight to the pretty ones. Using the instructions I found here, I fused together four layers of the plastic, folded this sheet over once more and creased it. I used an image of "typical insect wing venation" from the internet to freehand the template onto a piece of tissue paper. I copied the wing template onto a second piece of tissue, since I knew that the template itself would be consumed in the process.
I pinned the tissue paper to the plastic and using the holoshimmer thread and a narrow zig-zag stitch, I traced the outline and venation pattern. I pulled the excess tissue paper away and trimmed the plastic, revealing what I think is an awesome looking wing. Repeat with second template and you've got a pair!
edited to add: completed wings