I just had to try paper clay and these are my initial results. I call them "Burdz." As you can tell from the photo, these are imaginary birds, and any resemblance to actual birds is purely coincidental!
I form each bird by simply shaping a ball of paper clay. The birds are small enough - the bodies are about 1 1/2" high - that I haven't felt the need for a crumpled aluminum foil or Styrofoam core. I add the eyes while the clay is wet. The first one I made isn't in this photo because her eyes were too buggy. After that, I was careful to press the glass beads that I use for the eyes well into the head.
I also press the legs in place while the clay is wet. But this is just to make the placement hole. After the bodies are dry I glue the legs into those holes.
The legs on the shorter birds are just twisted wire. But for the taller birds I used tight coils of paper and glued the wire feet into the ends.
Most often I make the wing shapes out of two thicknesses of mixed media paper glued together with spray adhesive.
It takes at least a day, and more likely two, for the clay to dry completely. Then I'm ready to decorate. I use acrylic matt medium to decoupage various paper bits on the body and wings. Then I add the painting and glue the wings and any trim pieces in place.
I think my favorite is the Goth bird. But, actually, my favorite changes from day to day!