If you are prepared to send me the obj files I will put together a figure for you. Here is what I would do if you want to do it yourself.

What I would do first is load a primitive ball, and scale it to be the base of the wings , so parent it to the figure and then make it non-visible in render. 

Then load each wing section, position it and parent it to the ball, use the joint editor to see the center(pivot point) and set that. Use front , side and top views to position the center point. Close the joint editor when its correct.

Parent each wing section to the ball, then save the ball and answer the prompts to save the entire parented group.

Onc that is working to your satisfaction open the heirarchy editor and use the option near the bottom to make a figure of the selected prop group. Make sure the ball is the selected object.