Blog-hopping I read that you can cut strips of fleece and use it to wrap hair around. Sounded so easy that I didn't even bookmark it - so let me know if it was you and I'll give you the proper shout-out.
Anyways, we tried it and it worked great. Just wind the wet hair from the bottom up to the scalp and then tie it - looks like this:
Wake up, untwist, and voila - super curls!! The girls love the ultra-curly look - I prefer day 2 when the curls are looser, but all-around, way cute!