So, what you need is a fair bit of horizontal clearance, but also hair that's pretty narrow.
The wings have a pretty thick bit at the shoulders, and also curve outwards.
Ponytails with clearance work...
...but some of them are tight fits, like this next one—I had the black and brown version of this hair, and the black touched the wings but still fit, while the brown I would have had to force on.
Short ponytails work...
...but Luna's hair doesn't—I think it's a combination of not quite enough clearance, and being too wide and running into the wings.