Fix the cross and the screw with duct tape, so the parts won't move. Wrap the ends with duct tape for safety, too.
Place the superstructure on the wig head, and fix it with tape that will be easy to remove later.
The screw will now act as a "bolt" that will form the center of your ponytail. Once again, make sure it's in the right position, and the aluminium slats end well before the hairline so they won't poke out later.
Don't worry about the metal digging into your skull - as long as you cover the ends with tape and wear a wig cap at all times, the headband will not bother you.
While I've found that aluminium slats do a great job, you can try making a cap of WONDERFLEX or BUCKRAM instead - any sort of firm mesh that can be shaped to your head, and stays that way.
Whatever material you use for the superstructure, it should allow the wig to stretch in the back, but it must be stable enough to hold the bolt you've drilled though the center. Or it will flex (or break) and allow the ponytail to sag after a short while.