After a little Googling some and thinking about the general properties of acrylic yarn some I went with dowels. Like these:
These are twelve inch crafting dowels that I picked up at JoAnn's for I want to say about a dollar for ten of them. I bought two packs because I'd always rather have a few extra than not enough. I can't remember for certain but I think I went with the 3/4" diameter dowels, but of course you can use whatever size you need. The curls will be as big as the dowel is so pick something suited to your project.
You wrap the yarn in a tight single layer from one end of the dowel to the other. There's not any real method to this. I started some of them with a slip knot but some of them I just wrapped over the end until it held itself in place. Every few wraps I would push the yarn down to get it as tightly packed on to each dowel as possible. I tucked the ends under one of the previous rows and pulled tight, but they always came a little undone.
Next you take your pile of yarn wrapped dowels and stick them in your sink, or a big bowl or somewhere they can be completely submerged and soak them in water overnight. I had to put a plate on top of mine because the air trapped in the yarn and wood kept making them float.
After the yarn wrapped dowels have had their soak squeeze most of the water off of them and layer them on a baking sheet. You don't have to get them dry, we're getting to that, but getting some of the extra water off speeds up the next step. You're going to bake the yarn. Yes really. No it's not scary. There was never any smoke or even really weird smells. I baked mine at around 200 F for close to an hour. You need to use a low temperature and check them every ten or fifteen minutes. Acrylic will melt, but it has to get completely dry and then get hot before it does that and that takes a while. Trust me, it was really easy and I didn't hover anxiously over the oven at all. (*shifty eyes*)
After the dowels have cooled enough to handle you get to the fun part. Grab one end of the yarn, probably the loose end that never secured right, and start pulling.
Ta-da! You have wonderful little ringlets of yarn. The curl stays. I played with it like a cat would, pulling it and letting the curl bounce back. It's more fun than it has any reason to be.
This is the pile of yarn curls that I got off of two dowels that were leftover from River Song's hair. It took me close to all twenty dowels to make her hair. I usually latch hook longer hair than I'll need on to a doll first and then trim it to be the right length and shape. I found with the curly hair I was able to do fewer rows that I normally would. It takes up a nice amount of space. I also really liked the way she turned out with using two colors of yarn for her hair.
I hope some of you will try this next time you need curly yarn for a project. The dowels are reusable and I'm looking for an excuse to make something with curly hair again. It does take a little time, mostly wrapping the yarn (I did it while watching tv) and waiting for it to soak and bake dry, but I think the results are definitely worth it.