Thank you! :D
95% of the time I’ll sew the foam parts to the wig. I prefer to do this because I feel like it makes it a lot more structurally sound than just glue, but other people have been able to use glue just fine. Sewing is unfortunately also a big pain, not only because you have to be very careful about holding the foam in the right place, but because you need to angle your needle just right, in order to get through the edge of the foam and the right part of the wig netting in one go.
The druid wig was an exception because the foam was too heavy to just sew in - if I’d done that it just would have drooped toward the ground. Instead, the foam pieces were built around a length of wire, and the bare wire was poked through the wig netting and to a headband.