I've been wondering, when looking at backstage photos from fashion shows, why the models kept wearing tissues in their hair. Obviously, some kind of beauty secret had to lie behind. It actually does and works great with my new side bangs (which at first, weren't so easily controlled). After drying my hair, I put a hair pin / clip in, with a folded tissue. It keeps the hair from the face (e.g. when putting make-up on) without leaving marks on the hair. And a plus, in my case, it adds a structure to the bangs (and the use of a flattening iron is no longer needed in extreme cases of bad hair days).
As it turns out, the experts have commented on it as well, which you can read here, where these are given the more appropriate name of cushion clips / pins.