I would experiment with getting two strips of astroturf and rubbing them lightly together.
There are also sponges you can get from bath&body type stores which are hard-fibered sponges - like those big sponge balls - they might create an interesting layer.
Horse hair brush? Like the ones used to shine shoes.
Raid a salon and steal all of their color samples.
Footsteps for a hair monster? Maybe sponges, experiment with soft fabrics, faux fur like windjammers are made out of...
This is a tough one because it has to be faked or fabricated from something that isn't hair (because hair doesn't really make much noise) and end up with something that the audience thinks hair would sound like..
I think you should experiment, experiment, experiment, and after you've done tons of experiments and are slamming your head against the wall, try something you wouldn't think would work in a million years and see how that sounds, then do some more experimentation. Then, when you think you're happy with it, do more experiments after that.
Then, when it's released, do more experiments.