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.
This particular tutorial doesn't require many products, other than the Curlformers. I usually just use a little setting lotion mixed with water in a spray bottle to dampen the hair a little first. For more hold you can use hair spray afterwards. Have any questions? Let me know!