Thanks to a great suggestion from a friend of mine, I managed to get the tentacles filled with very little trouble (excepting, of course, the snowdrift of little white styrofoam pellets on the floor next to my sewing table... Those things get everywhere!). The magic solution? Pantyhose! I bought four pairs of cheap panty hose, cut off the legs, filled them with pellets, and slid them into the tentacles. Perfect!
I also tried the wig on today, and played around with the shell necklace. The wig will work well, but the necklace needs tweaking.
Diana took some pictures: