I used Sending Love Designer Series Paper which is actually retired but they are currently selling it in the clearance section and I love a bargain. I also used a few other pink & brown papers from quite a few years back that Stampin' Up designed.
The cutting out part took all of 5 minutes at the most with the awesome dies. The longest part was threading the butterflies onto the embroidery thread [pale pink and super cheap]. I knotted on the bottom and went back and added a dot of glue. I punched the mini-hole with a brad-size 1/16th hand held punch but you could have used a large needle for a smaller hole and glue might not have been needed.
I was pleased with the results and look forward to creating something for Jesse's room with the other part of the embroidery hoop.