I cannot find any instructions on the gum paste Lily of the Valley leaf. Does anyone know how to make this?

I made these with a pointed leaf cutter. I am not sure where I bought the cutters, but it may have been Global Sugar Art. I also used an impression mat from there to give the leaves texture. I dried them on top of a wavy foam mat, taking care not to press them too much into the waves. They just needed to look a little less flat.
HTH

You can also free hand cut a longish slender oval, pointed at one end. Vein lightly with a fresh stalk of celery, marking a deeper central vein with a Dresden tool. Thin the edges with a ball tool, taking care not to ruffle. You can create a natural look by placing to dry with torn pieces of cotton, or crumpled tissue placed here and there. Just try not to have them completely flat. Also, it really helps if you go on-line and Google lily of the valley leaf images.
For many things, you really don't need expensive cutters and tools.

HTH

Jan