cut a 6 inch strip of lace

Knot the end of your thread.
(I used bright red so you can see it)

Stitch along one side of the lace, being sure to make your stitches fairly big. The bigger the stitch, the deeper the ruffle. I use a 1/4 inch stitch

Push all the lace to the knotted end of the thread into a tight gather.

Shape the ruffle into a flower shape, pulling the thread tight. the lace should spiral naturally. Use tiny stitches to shape the flower, then tie of your thread and cut it off.

If your lace is as skinny as mine, whip up a few more flowers to make a nice cluster.

Use a hot glue gun to glue some pearls to the center of the flowers.
You can also sew the pearls down.

Glue the flowers to your headband base (I made mine from fishtail braided twine with elastic sewed between the ends)

or

glue them down to a piece of felt, then glue that onto an alligator clip.

Turn the headband over, and glue little pieces onto the back of the headband, making sure that they are also secured to the back of the flowers to hold them on tightly.

All done!