I woudnt put it on over the hair to start with. There's a reason the Shinki helmets are designed to replace hair, not go over it.

Beyond that, I'd experiment with epoxy putty.

But consider it's practically impossible to create "Peg On" hairpeices without professional equipment and I really don't want to screw up my Kohiru's hair.

Now if there's some way to mod the front hairpeice with the hair accessory so the helmet will attach to that but allow the back hair to be swapped out when the helmet is removed.......

But I see what you're getting at as to why Konami just sculpts another hair peice, helmets not attached to the hair don't stay on the head worth jack:

Crappy prototype helmet.