So, whilst looking at how to do a sock bun I came across sock bun curls.
This was a very quick attempt with some hair restyler and a hot hairdryer. I just spritzed the bun then held the hairdryer over the bun until it was dry and then left to cool for 10 minutes
You can see below the delicate wave already formed.
I've seen YouTube videos of ladies who spritz their hair with water then roll in to a sock bun and sleep in it. The next day they have tumbling girls-so clever! Will update this post once I've given it a proper go...