I would do a bun that is stable, be it slicked or wavy. You will want to make sure the bun is well secured and then isert the comb making sure that is also feels secure. You may need extra pins too. Perhaps you should test drive the the bun with the peineta first and that will also help you decide what style bun is best for you.

There was a discussion on this in the LHC forum. The Mantilla is the actual veil and the peineta is the comb part that you would drape the veil over.

If you go to LHC, there are some links with pics of women wearing the peinetas and mantillas. That may help to give you some style ideas.
3B with some 3a. Fell off but am now back on the CG bandwagon and looking for my HG products.