They make waves - in the hair! (7)
I believe the answer is:
rollers
This clue could be a double definition.
'they' is the first definition.
Both the definition and answer are plural nouns.
Perhaps you can see an association between them that I don't see?
'waves in the hair' is the second definition.
'rollers' can be an answer for 'waves' (roller is a kind of wave). I am not certain of the 'in the hair' bit.
'make' is the link.
Can you help me to learn more?
(Other definitions for rollers that I've seen before include "They may be used to paint" , "expensive cars" , "Long heavy sea waves" .)