Thanks so much for all the comments, guys! Still digging this set, even if I've slowed down on it thanks to about a million other projects.
Melting the hair was tedious, but quite easy and low-risk. I have a woodburning tool, so I just did up a braid, held the end with pliers, then trimmed it down and pressed the tool to the cut ends. That sealed it enough that I could dab the tool around the sides of the resulting fan of hair and mold the end into the proper shape, and the nylon was cool enough to handle again pretty much the second I took the tool away. And in all those hours of work, I only leaned my arm on the hot metal once.
-Tabby
the princess with claws