When I cosplayed Fem!Prussia, I used a pure white wig, it just looks better to me than a gray wig, and fem!Prussia is often portrayed and drawn with pure white hair. But it's up to you!
Upcoming Conventions: Katsucon, Anime Detour, Wizard World Minneapolis, C2E2
Jeanne d'Are- Fate/Apocrypha
Pike Trickfoot- Critical Role