I had success (which, months later, seems to be permanent) by:
1. Folding the wings as far as I could in the opposite direction, and securing them with a soft hair tie.
2. Putting them in very hot water for 20 minutes. (I couldn't tell you what the temperature was; it wasn't boiling, but it was too hot to keep my hands in it for long.) I covered the bowl, to try to keep the heat in.
3. Removing the hair tie and flattening the wings.
4. Putting them under a heavy stack of books for two weeks.
They were yellow wings. Now I can't tell them apart from the non-Figures yellow wings.