To make the wool curly for the hair, I have wrapped acrylic wool closely on metal double pointed knitting needles (see photo). Now you have several ways to get them to stay in shape permanently. The best results have obtained with steam, i.e. the steam iron can be used here. But ATTENTION: you are not allowed to touch the wool directly with the iron, because it will probably melt away.
You can either put a tea towel on top and iron it - but don't press so hard so that the curls are not flattened, only the steam should work (I've tested it, it works). Afterwards it is best to leave the cloth on it for a while, then the remaining steam can still have some effect.
Alternatively, you can place a piece of wood or similar next to it on the left and right (wooden spoon, for example), which is slightly higher so that the iron cannot touch the wool either. I have not tested this now, because it worked well with the kitchen towel). As an alternative to the iron, you can use a garment steamer if you have it, so you don't have to be so careful that the machine doesn't touch the wool, but otherwise both work equally well.
What is possible too, but must be used very carefully, is a hot air gun. It works (I have also tested this) but the wool can also melt a little here, if you are not careful.
There is still a possibility in the oven, but this is not tested by me, no liability, no warranty: Place wooden roasting sticks in water overnight, then wrap the wool around them and "bake" at 160 degrees Celsius for 20 minutes. I could imagine that the same effect (with the same durability) is created by the wet wooden sticks as by steam from outside. On occasion I will test and report this.
It is important with every method: allow to cool off completely before unwinding!
You can then process the curls as explained here (click). At the end you get curls as beautiful as those of Mia.