T.D.
Sponge rollers are great. They usually work perfectly. My 4 year old daughter sleeps in them (and did when she was 3 also) and had no problems. Just after washing her hair, let it dry a little and when it is damp spray in some gel spray or hairspray and roll. You can do it the night before and let her sleep in them (she'll be fine) or you can do it that morning and blow dry the hair after rolling it to let it dry. Good luck!