I've been collecting different instructions on how to curl ostrich feathers. Here below they are presented as quotes:
"You can use a modern curling iron, plug it in, set it on low, when the iron is ready, place the feather in the iron (much like you would on hair), and slowly pull the feather through, when you pull it through you can control the amount of curl you want. Do not leave the feather in the iron very long it will burn or you will get a U curve curl. You can bend most any feather this way, just use common sense when doing it."
"The curling iron is excellent! If you steam the feather a little first, the results are even better.
If you're looking to curl the spine of the feather more than just a little, you can do it by first attaching wire (millinery wire is best), then steaming the heck out of the feather, then while it's all nice and flexible, bend the wire to your preferred shape and place it somewhere safe to dry. If the curl is really extreme, several treatments may be needed, and you may need to support the new shape during the drying process (depending on how heavy your wiring is).
To attach the wire to the feather, the suggested method is to use thread -- the thread loops around the feather and the wire, holding them tightly together and is then knotted. Move about half an inch up the feather, create another loop around both, and knot. And so on.
It's strongly suggested that you curl the spine before curling the fronds, as all of the steal usually makes the frond curls fall out."
Links to other information/sources on the web:
Buying ostrich feathers in Australia