Ok, so by now you should have the whole project laid out with wrapping paper in between layers. Gather up each layer and keep them all separate (so that you can re-create the same layout again).
Take each piece of wrapping paper and use it as a stencil to cut out a piece of fabric. Make sure you leave room to hem the edges. Also, leave a lot of extra fabric below the base of the triangle - we left about 1.5 feet. We're later going to use it to make a belt loop so that you can wear the tail as a belt. If you scroll down, you can see in one of the later photos what it looks like.
We folded the fabric in half before cutting to ensure symmetry (plus, then you only have to make one cut).
Do this for each layer/piece of wrapping paper, alternating fabric colors. Then, hem the edges of each piece with a sewing machine. We had some trouble with our sewing machine, so, as you can see, it's not precision work. It'll all get covered up by the feathers.
Now, reassemble the bottom layer like you had it before. Use a hot glue gun to glue each feather down to the fabric. The best way to do this is to apply the hot glue to the back side of the feather, press it down on the fabric, and allow it to dry. Then put a dot of glue at the end of each feather stem.
Be careful not to get the gun too close to the actual feathers - it will melt them; the stems are ok, but the feathers are easily ruined. Also, keep in mind that the more glue you use, the stiffer the fabric will become, and the harder it will be to close up the tail later.
Let it cool before you start with the next layer. You can glue each layer separately or on top of the previous layer - we're going to glue all of them together at the end anyhow.
Once you've glued on all of the feathers you're going to use, glue each layer to the previous layer, using three dots of glue (one dot at each corner). At this point, the tail is essentially done! All it needs is a little cleaning up and a drawstring to close it.
So cut a wide strip of fabric, hem the edges, and hot glue it to the back side of the tail. Make sure that the fabric is in a U shape, and is as perpendicular as possible to the feathers. The more precise the perpendicular-ness, the better the tail will bunch up when it closes. If you don't do this properly, it could end up just cracking the feather stems and not really closing up the tail.
Once the edges of the fabric are glued and cooled, pull a drawstring through (I used a shoelace).
Flip the tail back over so that the right side is up. Cut off the excess fabric left on the edges of the layers which you glued the fabric to. If you end up cutting off some of the spots where you had the layers secured to one another, re-glue them.
Fold the excess fabric under the back side of the tail to create a belt loop, and slide a belt through. You want to leave as little slack as possible, so try to get the belt as close to the feathers as you can (without overlapping any of it).
Pin the fabric where it needs to be sewn, then pull the belt out and sew it. I hand-stitched this part because it would have been tough to get it in the sewing machine; I'd recommend you do the same.
Again, trim off any excess fabric from the back side of the belt loop.
Now you can pull the belt through and try it on! The last thing I did was (while wearing it) wrap some fabric around the belt to integrate it a little better. Now you can wear the tail up (just pull it up over your head) or down, closed (pull and tie the drawstring) or open...pretty cool, huh? :)
I hope you enjoy the costume! I'll post a final picture of the whole outfit on Halloween.