You won't ever be able to make a round face look 100% realistically long and slim (without some major surgery, that is), but contouring should help with the illusion. If you aren't noticing a difference, your contouring is probably either applied incorrectly or is not dark enough. Likely a combination of both, but I'm leaning more to the side of "not dark enough" here.
Ani_BEE gave some great suggestions on where/how to contour, so I'd follow those. You can also look up some tutorials.
As for how much you should contour/how dark it should be, keep in mind that contouring needs to be heavier than you think, especially when you are taking photos. You can feel like you are wearing a lot of makeup (especially if you aren't used to wearing makeup) and it may not register on camera at all. If you are going for a dramatic look, it will probably look like a scary amount of makeup in person. As long as you are okay with looking a little scary in person, it will look okay on camera. Practice with it before the con, take a photo of yourself or have someone take a photo of you, and see how you like the makeup, if it makes a difference or not. If not, go add more, take another photo, etc., until you are happy with the results. Then remember how much makeup you were wearing (and maybe take some close-ups so you can see the makeup as best as possible, though even at close range the camera still won't register as much makeup as the eye does). Go heavier than you think you should.
Also, if at all possible (say, during an actual photoshoot, but you can use some tricks while just posing in the halls, as well), play with angles and lighting. An obviously directional lighting will play in the natural contours of you face more, and you'll have to play with that with a photographer in order to get something you are satisfied with. Also, practice in the mirror and with your own camera at home with how to hold your face in order to make the shape look different. You might find that holding your face at an angle to the camera shows the roundness of your cheeks more and that facing the camera straight-on helps play up the contouring and the long side bangs on your wigs, but I'd try doing angles first to see what is most flattering. (Remember that your head also can move up and down, and holding it slightly up or slightly down might make a difference!) You'll just have to experiment with what looks best.
Here are some examples. I'm wearing what would look like, in person, a lot of contouring here.
It's probably an acceptable level for street wear, though noticeable. However, unless you look closely, you can't really tell. (I think that my black eyeliner and lashes are the most visible against my pale skin and wig, but you can't see much of the contouring itself.) However, it does make a difference, since my face doesn't look totally flat and washed-out. I was going for a fresh-faced look here, since the character has a somewhat round face, large eyes, an innocent look, and doesn't appear to be wearing any cosmetics besides a bit of nude lipgloss. (In this
photo, you can see that I'm wearing blush, but that shadow under my cheekbone is actually a shadow, not contour.)
In this photo
, same costume, same day, because of the lighting, you can see a little more of my contour. I've made a map of it that you can see here
, though it still isn't very noticeable, even though you'd probably find it a bit heavy in person.
was taken later in the same day. You can also see the effects of lighting and a slightly different angle here, but I'm wearing VERY heavy contour, to the point where it is would not only be quite heavy in person, but it is noticeable beyond simply making my face look less flat in person. (I'm lucky enough to already have defined cheekbones and a good jawline, but in this costume, I wanted to really make my face sharp and angular, pretty much the opposite of the previous costume, so I added a lot of shadow to my nose, the hollows of my cheeks, and my jawline and chin so everything would be much sharper and pointier.) Compare to something like this older photo
, before I started doing heavy contouring (back before I realized that I need a lot for it to show up!) and only have blush and a little highlight and shadow on my nose. Notice how much rounder my face looks? The makeup was still probably more than most people would wear in the streets.
err...sorry that all the examples I have are of me and not of someone with a round face, but since I know what I did and how heavy the makeup was, I know how to use it as an example.
tl;dr: Try heavier contouring, and try playing around with angles and lighting, since that can make a HUGE difference in the shape of your face. Contouring should probably always be heavier than you think it needs to be.