Important: Use a .20 layer height and don't scale the object. I use a .40 nozzle
I use a light infill, like 10%
Warning! There may be an issue when slicing this with Simplify3D. I'd highly recommend using Slic3r to slice it. Please share your experience or tips if you have trouble or recommendations for other slicers.
Use a heat gun or hair dryer to slowly style the hair. A small screwdriver can be helpful so you can push it around without burning your fingers. I like to flip a layer of hair up at a time.
You may want to do tape/glue the thing down while styling the hair so that it doesn't move all around on you. Maybe even do it while it's stuck to the heatbed.
The mini-version has small fingers! I'm not sure if it's necessary, but I covered his hands with masking tape to protect them while heating the hair.