I used to do my daughters that way when she was little. I made rag strips about one inch wide by 14 inches. Lay the rag on your finger the long way then wrap the hair around your finger. After all the hair is wrapped slide your finger out and tie the rag. She would sleep on them and then we would gently unwrap in the morning and comb each one around my finger as I took the rag off.
Good luck. I'm looking for a picture of her but I think it is at the other house. (Story of my life).