These are custom shaped paper clips made of steel wires, usually made of PVC coated craft wires with the core wire diameter 0.8 mm, and approximately 1mm diameter after coating. On another option, we can use 0.8-1mm steel wires and do the nickel, zinc platings after the parts are bent.
The custom wire paper clips can be made to all kinds of shapes from sunglasses, birds, vehicles, to more complicated custom designs like business logos.
The manufacturing process is highly automated. They are made on CNC wire bending machines, which allows high productivity and consistency in dimensions and shapes.
Here is a short video showing the manufacturing process on the CNC machine:
The most used material is PVC coated crafts wire, sometimes they are made of naked steel wire and then plated with zinc or nickle.