Dan:
I think Bob's suggestion is the right one, however, if you want to give it a go you might be able to twist the wing back to straight: You have to twist back into position, then reshrink the covering, preferably with a heat gun. Probably will take a few tries, but might be faster than waiting for a wing replacement. The Clown wing is easy enough to twist (even accidently) using this method.
BTW, What kinds of MODELS does Victoria's Secret sell? I have been away from stunt for awhile, so I am unfamiliar with their product line...
signed, NAIVE in MI...