Try a different way of creating hair.
Choose the angel template without hair so that you come up with a chain of angels with no hair or short hair. Cut out different hair shapes or styles from colored paper and glue them onto the angel's heads after Step 9.
With this method, you can actually create hair using yarn or raffia, then glue them onto the angel's heads. However, when gluing heavier materials, make sure to create your chain of angels from thicker paper.