Congrats on your first pup!
I've only just got some loose ones myself, but they were from a collector friend so I didn't need to clean them, so unfortunately I can't really give you much advice.
I guess to preserve the curls use cold water and gently tease out knots to prevent straightening with too much brushing? As if you were trying to preserve MLP original curls, if someone can give better advice on how to wash to save pony curls, apply that to the entire top coat of the pup?
Good luck!