As a disclaimer up front... (Here's a youtube snippet showing a rooter in action on a Barbie-ish doll with curly hair, plus styling afterward:
Whether one or any of these methods was used for MLP is anyone's guess, but I think the process is really interesting! :)
ETA: I've fallen down some sort of doll factory video rabbit hole. Here are a few more clips of hair rooting, if anyone's interested.
There's some very knowledgeable pony members here who know a lot about the pony creation process! Keep the thread active they may come and weigh in :)