Step 1: You Will Need

A rolling pin
Tools
Star cutters
Modelling fondant
Yellow and red (or orange) food colour (gels or pastes, I used both) or
Yellow and red (or orange) modelling fondant
Edible glue, you can use water
Icing sugar to stop fondant sticking to your board

Not in the picture above,

A cake tester skewer or cocktail stick
A dome shaped "cup" eg egg cup. I used a cake pop tray as I don't have a "forming cup"

Step 2: Colour, Roll and Cut Fondant

Colour your fondant yellow then pinch about 1/3 of it and add a tiny quantity of red to make orange.
Roll out the yellow, using the desired size star cutter, cut out stars.
You need two per flower.

Step 3: Make Impression in Each Star

Using your cake tester or cocktail stick, make an indent from the point of the star to the centre.
Do not cut or split the point.
My picture didn't show it very well, so I've added this image to help.

Step 4: Glue and Press Together in Centre

Next, put a dab of glue, or water, in the centre of the star that will be on the bottom.
Then place the second star on top in such a way that you now have ten "petals".

Using your ball tool, press lightly in the centre.
Don't push tool all the way through

Step 5: Make an Orange Cone Shape

Roll a small amount of the orange fondant into a ball then pinch one end, so it looks like a cone.

Update: A simpler centre cone option has been added

Step 6: Update: Option Two for Centre Cone

For an easier centre cone, use small and in proportion flower cutters instead of making them by hand.

Cut the shape, use the smallest ball tool or point tool to bring the petals up into a cone. Then attach to your stars in the same way as the hand crafted centre cone

Step 7: Shape Cone for Trumpet

Press your star tool into the thicker end and roll it between your fingers to widen the hole you've made.
This will also give you a pattern inside like the trumpet of a daffodil.
Sorry about the red food colour still on my fingers ;-)

Step 8: Attach Trumpet to the Stars

Add a dab of glue or water to the centre of your petals.
Then take your small ball tool, press gently into the middle of the trumpet.
Pick it up attached to the ball tool and press it into the centre of your stars / petals.
If you can't pick the "trumpet" up with the ball tool, use your fingers.
Place it in the centre of your petals then push gently, in the centre, with your small ball tool

Step 9: Place to Dry in Your Forming Cup

If you can, try to pick the flower up using the ball tool and place it into your egg cup shaped holder, if not, just slide it in carefully.
The holder will allow the flower to dry with the leaves curled up, like the real thing.