I would half-expect sollutions... not jokes from you people... shame on you!
Now from a creative standpoint EVERYTHING is possible if you put enough time, energy, and money into it.
So how can you take an idea like this and make it work?
Well, changing the formula of the hairspray would be a good start... Being a guy I use a product called "spiker" from ICE hair products. They make their solution organic (mostly made from sea weed) so something along those lines would work without the user "exploding" as the prevous posters mentioned.
... in reading the original post I am getting a since of a how the device might be set up.
Most users would expect it to look similar to the average day curler. But how would you have the aplicator? Make it similar to the spray feature on most irons? But then you might not get even distribution of product on the desired area (unless it had an armature feature of some kind?).... or better yet, have it distribute a thin solution along side the leading edge of the clipping part of the curler, the user would clamp and pull down (while releasing product into the hair strands) as soon as the user gets to the end they would start to curl back up to where they started and have it set.
Wow... wish I could post a picture of this to make more since... I'll try to upload something later.
Great idea though! Keep mentioning more if you have them. After all, Necesity is the Mother of Invention