Sewing the net of the wig itself together might help? I've only seen that on a tutorial to make Chibiusas pigtails, but it should also work when you want to adjust the size of a wig. Might be worth a try.
I had an adjustable universal size-wig, it had a small kind of belt on the net, so you could pull it together on your head.
And I'd suggest not to do the styling alone, because when you do the pigtails, the net will be pulled up- someone needs to hold it in the meantime.
~Work in Progress~
Nazo no Shoujo (Kamen Rider Gaim)
Kagura/Toq 5gou (Ressha Sentai Toqger)
Kotoha Hanaori ~Shinkenger vs. Go-Onger Ending~ (Samurai Sentai Shinkenger)
Yoko Minato/ Kamen Rider Marika (Kamen Rider Gaim)