Yay! The wig is completed.
I had to buy another ball of wool to hide all the bald spots. This at least gives me an idea of how much wool I'll need if I do this again (around 100-150 grammes). As well as sewing wefts in, I also knotted a few of the strands in.
This wig looks pretty good, in my opinion, and I think if I do another Burton stop-motion type character, I'll use a wool wig.
Would anyone be interested in a tutorial of this?