How do you make and attach a little veil for the doll cake?
I haven't sewn in more years than I can remember, but if I was to do it, I'd fold it in half, and then sew a gathering stitch (over, under, over, under) a couple of inches from the fold. Then pull the string and tie off. You can then just stick the veil onto the dolls head with straight pins and add a tiara or something to hide where you gathered it.
HTH
Edited to correct my grammar 
I was just going to suggest using a small piece of tulle. I've done this (many years ago, mind you) and I attached it to the doll's head using a pearl-headed straight pin. It doesn't damage the doll at all, if it's going to be kept or re-used, and it seemed to hold it on well. Just warn the recipient, just in case.
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