So I came up with a way to make feather hair extension with very little money. First select some regular chicken tail feathers (aka coque feathers), they should look like this:
In addition to the right feathers, you will also need masking tape (do NOT use any other kind of tape), Sharpie marker, needle and thread, and some form of hair clip (bobby pins, hair extension clips, alligator clips, etc) to attach the feathers to your hair.
First tear off a length of tape longer than your feather, then carefully stick the entire feather to the masking tape. Get as much hair near the center of the feather to line up as possible.
Finally use needle and thread to attach the feathers to a hair clip. Tie a few feathers together with thread first then tie the entire bundle to a clip.