The kirin pony sounds awesome but I’d be hesitant to bake that tube! Are you wanting to make a tufted tail with hair? What you could try is rolling out a snake of clay, then poke a tool into the end and sculpt it out into a slight trumpet shape with a space inside. Then sculpt the top end, pose the tail, bake. When you’re ready to hair it, make a tail stub by layering the tips of hair fibers into hot glue. A piece of parchment (silicone treated) baking paper pinched around it will help you manipulate the hot glue without burning yourself. Keep rubbing the hair tips with the hot point and layering hair in until you have enough all squished together in the glue. Then you can heat the whole thing back up again and glue it into the end of the tail.
It would also potentially work just to have your hair ends all nicely lined up in a stump like a cut off ponytail, apply glue inside the space at the end of the tail, and push the whole stump in at once, let it dry or cool, and brush out whatever didn’t stick.