What method are you using?
Not the tool, I suppose, since you mention pulling instead of pushing... If you use iron wire, I suggest replacing it with something that is softer and gentler to the hair (and your hands!), like strong cotton thread or dental floss. Making the plugs a little thinner and widening each plug hole with a large needle or a push pin before pulling the hair through will also help to prevent frizzing. Hope this helps!