The wig that I have is not heat-resistant, so using a straightener or curler to get the fluff and roundness into the bangs is out of the question. I used this method on another wig and it worked perfectly. It was slightly less perfect on this wig, but I still got a desirable effect.
wig pins (to hold the wig onto the head, I used 5)
hair Spray (I recommend Suave with a hold of at least 7)
hair drier with "cold" setting (optional)
(In the photo, the loose hair on the sides is bobby pinned together just to keep it out of the way, and because I was doing other style earlier.)
Make sure the wig is securely pinned to the wig head. I used 5 pins, but I was also re-doing the ponytail earlier, so I needed extra. Two or even one would probably be fine, but I suggest at least 3 to be on the safe side; two on the top (one on each side) and one in the back at the bottom.
Repeat this step until no more hairs stick upward.
You can now lightly brush on top of the bangs to smooth them out. I suggest the comb for this step, as it lets you have more control.
When you're finished, spray a light layer of hairspray over the bangs and let it dry.
After this, I used the comb to create a side part in the bangs specifically for Yoko. While doing any additional styling with the bangs, every now and then, comb the bangs upward to be sure they keep their volume.
Here's my result:
(Note:The first picture was taken in the mirror, the part is actually on the left.) The volume and shape are much more visible from the side than the front. I'm happy with the styling as it looks quite natural and subtle, but it's nowhere near as flat as it was in the beginning picture.
I checked in on the wig after a couple of days, and the styling held up well. The bangs could still be fluffier, but that was a fault of my original styling, I don't think they deflated or anything. They seemed to have about the same amount of volume as they did right after I styled them. I believe this method of styling would hold up through a typical convention day.