I use a piece of unwaxed dental floss about 6-8" long tied to the front sling stud. If you fray out the bottom 2-3" inches of the floss, the slightest breeze will move the fibers. I have noticed many times on a 20 minute stand, the wind changing directions and its easy to monitor this using the floss. I've tried feathers tied on the floss, but if the feathers get wet they don't work.
I keep a piece of floss on every rifle no matter what critter I'm hunting. I can monitor the wind constantly without digging into my pocket for a "poof" of dust. I even tie a piece of floss on my antenna so when I stop the vehicle to get out and go call, I know what the wind is doing before I leave the vehicle.