I made it from the same piece of pretty spalted Sycamore that I made the turning top from. The body was turned between centres. Undercutting the halo as much as possible without breaking it off was a bit hairy.
The wings were turned like a little platter to get the profile (mounting it on the faceplate without leaving visible screw holes was a bit of a challenge), then I whittled the wing shape with a carving knife and cut the feather notches with a small v-shaped carving gouge. It's simply glued onto the body with rapid epoxy.
Surface finish is beeswax polish.
I was so pleased with how the first one turned out that I decided to make a second one to give to asphodeline:
I think on this one the stub connecting the body to the wings was made from a separate piece and the three parts were pinned as well as glued together, with a little oak plug glued into the pin hole to hide it.