I'm glad it managed to help you! Lately, I've been worried I should redo it because it was made a long time ago and I feel I could explain the process more easily now, but I'm very happy it still helps people!
I'd say to just use hot glue. I don't have a tutorial on how to make a harness, nor do I know the best way, but you can probably find a tutorial for one, or a tutorial that has one, and just glue them onto it. If you ignore that 4.5 step the wings will still be stable enough to just glue flat onto something.
What size was the original craft foam, if you'd remember? And you said you got this in-store at Michael's, right? (I'm sorry, I've been dying to try and find larger craft foam sheets, but I've never done this before D'x)
I think it was something like 12"x18" something like that. and yes, i found it at Michael's. In the isle with all the felt and most of the kid's crafts. Hobby lobby might have it too, but i haven't looked for it there so don't take my word for it