I found this idea in a 19th century children's book that described how to make hair for one's homemade woodland dolls. And, having a houseful of curly-headed girls, it seemed like something we definitely had to try. :-)
1. Pick a long dandelion stem and, using your thumbnail, split the stem two or three times as far down the stem as you can. (the longer the split, the longer the curls).
2. Toss the stems in a bowl full of water and watch the stems start to curl. It takes about a minute to fully curl.