I wrap the hair in curlers and dunk them in hot boiling water for 10 seconds. Then I stick them in an ice water bath for another 10 seconds. Then I let them dry for a 2 days or so, and then take out the curlers.
The curls will still fall out a little bit because gravity will pull them down...especially with the custom Rapunzel's I made they have a lot of hair so it's heavy. However it still retains a good amount of the wave, no matter what you do. You could wash the hair with water and the curl would still say set. So once you curl the hair, let it sit and have gravity do it's thing, the hair shouldn't move after that.
Good luck! If you have any more questions, you can send me a PM. Also, you can check out my Rapunzel comic to sort of get an idea of how I do it.