The ways I have seen it done are on high heat wigs with PVC n glue. They used got2b glue n coated the tips of the wig then wrapped n pinned it around the PVC. They then used a blow dryer to hold n settle shape.
Adelheid (KHR!)- 85% done
Fem!Austrian War Succesion France (Hetalia/Nyotalia)- 10% done
Fem!Izaya (Drrr!)- 90% done
Magent!Teto (Vocaloid)- 95% done