Cut 2 feet from orange felt. Slip the feet through the paperclip. Sew around the outside of each foot with one strand of embroidery thread. Sew along the bottom at the top of the paperclip so it stays in place.
Cut two bodies and two wngs from felt. Sew the wings to one of the bodies.
Cut the beak from orange felt and sew on.
Embroider two curved eyes using back stitch.
Put the bodies together sandwiching the top of the feet in between them, and sew around the outside.