If you still want to try something else on that wig, you should consider thinning shears. They do just what the name implies: thin out hair. They look like this and are sold in most beauty stores that have hair stuff or they are easy enough to buy online.
As an example of what you can do with them:
My Howl wig was too thick and it looked absurdly puffy under the hat so I had to thin the wig and bangs out.
What it started out as
I removed about 1/2 the thickness of the bangs and about 1/3 of the volume of the rest of the wig. For your wig and character, I think removing 1/3 to 1/2 the thickness of those bangs would make them more manageable and realistic looking in terms of hair volume.
Also, here is a Youtube video on how to cut with them.