Fuse together 2 or 3 layers of organza using Wonder-Under or Heat N Bond.  Try fusing different colors together to create the desired wing color.  Place two layers of water-soluble stabilizer and fused fabric in hoop (fabric on top).  Sew first color.

Without unhooping, trim fabric close to stitching taking care not to cut the stabilizer.

Continue with same thread or darker thread for color 2.

Remove wings from hoop.   Cut the stabilizer from around the wings.  Wash away remaining stabilizer (if you leave some in, it will help stiffen the wings).  Dry.  Hoop garment fabric.  Use thread color that matches fabric to sew positioning stitches (stitches shown with a darker thread so you can see them in the illustration).

Center wings inside the positioning stitches and pin in place.

Sew body.  Remove positioning stitches from garment fabric

Butterfly antennae may be sewn in a different color.

Entire insect may also be sewn on the water-soluble stabilizer, then used to decorate a hair clip.