There is a lot of information available on making human-sized wings for fairy or angel costumes. Some of these techniques won’t apply to dolls, but they might inspire you to try something you hadn’t thought of before, so here are some pages with wing instructions:
Art of Wings claims to have the most unusual fairy wings on the internet, and they might be right. There are lots of varieties to choose from, so take a peek.
And here is a whole page full of instructions and links for various types of wings.