Kamya Craft Supplies Blog - Quilled Jewelry could do using match boxes as the holders and wire as the bail.
Quilled Gilded Earrings Tutorial by all things paper, via Flickr
Quilling Jewelry - OOAK Quilled Paper Butterfly Necklace, Black and Gold Antique Style
OOAK Handmade Paper Quilling Jewelry Eco Friendly by LeQuillery
Pink color paper quilled eco-friendly earring and by EchOchCrafts
Quilled Earrings “Brownies”. Quilled Jewelry
Quilling Jewelry Quilled Paper Unique Statement Earrings - Gold Leaves by LeQuillery, $17.00
Quilled Paper Dangle Earrings by YarStuff on Etsy