Unfortunately...for Octavia at least the pony is the most sought after part.
The sets dont seem to be selling for more than about $15 on average; I guess as they have dropped into discount stores it has helped bring their price down.
I do feel that at least $10 of the value is probably in the pony but I would initialy try to sell the dolls for $8 each. But bearing in mind that people could just as well pick the set up for $10 each you may need to wait until those discounted MIB sets are no longer readily available.