Male Grimmjow here. The mask I have I made from Model magic following this tutorial
, so it's pretty lightweight, and I keep it on using spirit gum.
I've seen a few female versions, and a few women do the male version, and both look good. The only real difference is the hair length. Wrapping with bandages works well, as does giving the shirt a zipper to keep it closed, or if you can get some and want to do it without the bra, you can use fabric adhesive to tape down the edge of the shirt to keep from flashing anyone.
I think Ace bandages or something similar would work for the binding, or you could use 2" strips of fabric. Just make sure not to tighten it too much or leave it on when you're sleeping. Breathing is good, mmkay?