"The Unpleasant Profession of Jonathan Hoag", a novella by Robert A. Heinlein which was also the answer to the old question Story ID: A man who suffers from blackouts hires a husband and wife detective team to follow him when he's in his fugue state among others; first published (under a pseudonym) in Unknown Worlds, October 1942, available at the Internet Archive.
Your recollection of the plot is pretty good, but you got a couple of details wrong. The man who hired the detectives was not the Artist, he was an art critic who was judging the work. The bird creatures were an early mistake of the artist:
"The teacher did not approve of the Sons of the Bird and suggested certain improvements in the creation. But the Artist was hasty or careless; instead of removing them entirely He merely—painted over them, made them appear to be some
of the new creations with which He peopled His world.
"All of which might not have mattered if the work had not been selected for judging. Inevitably the critics noticed them; they were—bad art, and they disfigured the final work. There was some doubt in their minds as to whether or not the creation was worth preserving. That is why I am here."
Pleasure in eating food is indeed one of the Artist's ingenious innovations:
"Let me speak first of the matters I observed as a critic. Your world has several pleasures. There is eating." He reached out and pulled off from its bunch a muscat grape, fat and sugar-sweet, and ate it appreciatively. "An odd one, that. And very remarkable. No one ever before thought of making an art of the simple business of obtaining the necessary energy. Your Artist has very real talent.
But it's not the only one. The critic also mentions sleeping, dreaming, drinking, and sex:
"And there is sex. Sex is ridiculous. As a critic I would have disregarded it entirely had not you, my friends, let me see something which had not come to the attention of Jonathan Hoag, something which, in my own artistic creations, I had never had the wit to invent. As I said, your Artist has talent."