This is how I did their hair. First, I read and studied this tutorial. It has everything you need, and much better pictures and instructions than what I have here. I wrapped yarn around a book. I taped the sides of the top and snipped it off at the bottom. Then, I sandwiched the hair between two strips of waxed paper. I made two wigs for a more full hairdo.
I sewed down the middle of the hair on the sewing machine, then carefully took off the waxed paper and tape. I put on the wig, and hand-stitched it to the head along the machine stitching line.
The Angel was disturbed when I poked pins into the dolly's head. She's already scarred from a hot cocoa spill, and now head surgery. Poor thing.
I stitched the hair down lower, to make sure that her head stays warm even when she's upside down. The second wig was stitched on just the same way, except that I didn't sew it lower. I liked the full look.
And here are the first two dollies, all happy, warm, and full of personality. They are Fern (the brunette) and Virginia (the blonde), Trent's paternal and maternal grandmothers. Angel wanted the brown-haired dolly to be a boy, and before they had their dresses on (because that's how we know their gender, evidently), the two dollies had already spent some time hugging and kissing each other. What a fun imagination she has!