You keep trying. There is no big secret to it!

Start with clips, move on to those soft scrunchies for little girls (when she has enough hair) then to big girl bands.
I got Kaji to leave his bands alone by distracting him with something else. As long as the pony tail isn't too tight or painful, he'd quickly start playing. When he would try to get it out, I'd say no, and distract him with a new game.