I saw a hair clip like this one in a Pier 1 store. They are very easy to make.
10-11 peacock feathers
Cut out a 2-3 inch circle of felt. Cut 2 slits in the middle and put one side of the hair clip through it.
Cut the end off of the feather. Trim the edges so it looks like the feather in the second picture. Cut six feathers.
Glue the feathers on the felt.
Trim the other 4-5 feathers down to the light blue middle. Glue the feathers in the middle of the hair clip.
Glue a white rhinestone in the center. Let it dry completely before wearing.