Cling film is very thin but is very strong when you try to stretch it , or try to tear it.
It is also very flexible.
I form wings using cling film which I call Tennis Racket wings.
If you look at the structure of a real insect wing you have a thin central membrane spanning
between an outside frame , which is similiar to the structure of a Tennis Racket, with its rigid frame
and internal gut stretching across.
I take a piece of cling film , say 12''x6'' , fold it over , one side on top of the other to form a double
layer of cling film around 6''x6'' .
I then place it between a piece of heatproof baking paper, ( it's used to line baking trays )
and then place it on a piece of flat cardboard or wood, and using an iron,at the lowest temperature
I run the iron over the baking paper with the cling film inside , which fuses the two sheets together .
This will give you enough material for most of your flies for a season.
If you have one you can pass it through a laminate machine, where the roller flattens the cling film taking out any bubbles and the heater fusing the two sheets together.
You then cut a piece of cling film, from the sheet you have made and using a wing burner, trim the cling film around the burner and then using a cigarette lighter burn and form your wings.
The melted cling film forms the frame of your wing , holding its shape but giving you a gossamer thin wing which is flexible from side to side , but is very strong longitudinally.
You can colour the cling film prior to doubling for caddis and mayflies and if you go to your local supermarket and find the fruit and vegetable counter , you can find very thin silvery bags which you can prepare in the exact same way as the cling film and will give you that slightly smokey colour needed for many mayfliy wings.