The wings come from this pattern for a flying pig:http://www.allfreecrafts.com/crochet/pig.shtml
and I've altered them slightly to this (changes only in the last step):
Ch 4. Turn and do 1 sc in each of next 3 ch sps. Ch 1, turn. 3 sc, ch 3. turn. 3 sc on chain, 3 hdc on the three sc. Ch1, turn. 3 sc, ch 4., 3 sc in chain, 3 hdc. Ch1, turn. 4 sc, ch 5, sl st in 2nd ch from hook, 3 sc in ch, 3 hdc, Ch 1, 4 sc, Ch 6, sl st in 2nd Ch from hook, sc 4, hdc 3, ch 3 *Work appox. 8 dc down the edge of wing opposite the feather ends. Sl St into first Ch, or near first Ch. Fasten off.
I got really confused by the wording "opposite the feather end" but what it means is the top of the wing. If you hold the wing so that the spikey bits face downward, then it's along the wobbly top line that you want to put that last row of dc's
The way this pattern repeats, just adding a new Ch each round, etc. it's very easy to make the wings longer/shorter or narrower/wider to suit the size of your amigurumi. For the boy Cthuhlu I didn't do the last row of dc's so his wings are narrower, but they also keep trying to curl in on themselves. It's that last row along the top that makes everything lay flat.