I have found a perfect substitute for the rare "Japanese nymph legs"...
I cut out the flat part from the lid of a coffee can lid.
With the flat part cut out, I took a razor blade and cut strips from it, as thin as I could.
...Leaving you with these.
From here, you can use them just like regular JNL's.
To make them thinner than you can cut, try heating the strip of plastic evenly and quickly, and let it hang, and stretch out. This will give you some really nice looking legs.
I tie these in with a figure eight thread wrap. To make the joint's, heat up your bodkin (not too hot), and press it against the leg. When you are finished, color them with a black Sharpie.
Method 2:
The above method works great for larger patterns. For smaller patterns, I have been experimenting with a few different materials. Broom bristles work great. They lay down perfectly, and they look good too.
I have also tried using paintbrush bristles which are smaller and look great, but they are pretty difficult to work with. While bending the joints, I melted off a few legs entirely. It will take some practice for sure.
I will be posting at least one step by step pattern involving these legs in the next few days to show how to make the joints, and tie in the legs.