I've been wearing my RPGShow Glueless Lace Wig on and off over the past few days and the main way I style it is with Curlformers. I've already written a post on this here but I didn't go into great detail about the process. The video below outlines exactly how I do it.
I'm using the Long Spiral Curls Kit (also known as Long & Wide) in the video. It contains 40 Curlformers, 20 which twist clockwise and 20 which twist anti-clockwise (indicated by two different colours). These Curlformers work on hair up to 14 inches long so it's perfect for my wig which is about 11 inches. I bought this kit 4 years ago and I never liked using it on my own hair but it's so easy to get these in and out of my wig, creating gorgeous heatless curls.