Hairspray and ponies don't mix, in my experience it damages the hair, especially if it's left on for a long time. If you want a more permanent curl, look into doing a boil perm! Nylon hair is "set" by heat, and boiling water will do it. In fact, I'd venture to guess that's how the factory curl was made, and 30 years later I have ponies who still have their factory curls intact!