I've had success with the boiling method mentioned above!
Another way is to shampoo and condition her hair before setting it into curlers, but leaving a bit of conditioner in. It softly cements the curls into place, but they will eventually loosen with time (it took mine a few YEARS though)
But the ones whose curls I boiled still look as good as new. The conditioner method is just for your reference, but I also suggest boiling. Just make sure to not submerge the pony, just dip her curls into the boiling water for 10-20 seconds.