The last piece of Nico's body is his ears. Grab some yellow yarn and make a magic loop with 4 single crochet stitches in it.
If you're having trouble seeing the stitches in this teeny tiny magic loop, use the 3 stitch markers that came in your kit and mark the stitches as you make them.
4 sc in magic loop
Attach the ears to top of head, spanning rounds 3-5, centered above the eyes. The ears should be at about a 45° angle