This is the basic method I use for my feathers.
It is important not to make these too large because your stitches will be too long, I like to keep the wrap stitch ( see video below) limited to 1/4" in length or less. I also add a single thread stitch or two to the bottom of the feather's body as a detail. The backing cloth can act as a catch layer for knotting off ends too. Use a thin cloth for the backing if you can. And as a rule any cloth you use should be easy to stitch through. Don't torture yourself. Test it with a needle and thread first. Stitching should be a relaxing thing.
And here is that wrapped back stitch I mentioned in the video. A substitute for the magic thread. It is just the classic whipped back stitch with contrasting colors. I like the word wrapped( hug-like) rather than whipped ( unless we are referring to cream. ha!)
Wrapped back stitch...
The Wrap, published a while back on my blog....
And some sample feathers:
alternative audio if you see no player above