I had that happen twice with the first two ponies I customized, though it was all over the head and not just the hair plugs. Like Saralacewing said, just sand and smooth, not much else you can do. Though there may the chance that the clay has reacted to something else on your pony (thats what happened with mine). If you had paint down or glue or something that caused a reaction with the clay you could test things out to figure out what combination of things caused it in order to prevent it next time. But thats only if there was some sort of reaction. Sorry I can't be of more help!