Nick!!!! Back in the 28mm game I see???
Lots of good advice already, but I can't help myself, so here goes…
If you want to do multiple figures and have them look good and deliver on the "subtle flare and indentation," I think Glengarry5 has the right idea with cutting the spikes off of spare proper helmets. Another possibility would be sourcing spare weapon packs with spear-points that may accomplish the same goal.
I'm not sure if your Perry Zulu War Brits are metal or plastic, since they make both, and I don't know you got them, so even if they're plastic maybe you didn't have the option of putting the Home Service helmets on their heads. I recommend sourcing add-on helmet spikes made from the same material as the figures, mostly for gluing purposes. I've had best results customizing metal figures with metal spare parts and the occasional plastic figure with plastic spare parts.
On the other hand… if your figures are metal, the most affordable way to get your hands on really high quality spikes will probably be the plastic Perry ones Glengarry5 recommends, and they may work just fine. You may be able to source leftover Home Service Helmet heads from the mass of Zulu War gamers who don't use them. My guess is that slow drying Super Glue -- like "Slo Zap" -- would be the way to go for gluing plastic spikes to metal helmets, after drilling ever-so-slight holes to set them in, BUT….
…IF you're really ambitious, you may want to try using an X-Acto knife to slice off not just the spike but also the spike base AKA bracing bars. The Perry plastic Home Service helmets feature them and -- as seen in this Close-Up -- they look pretty cool:
If you can cut off the bracing bars together with the spike, you won't have to dril any holes, and once glued onto the helmets they should be incredibly solid with a better, more reliable join than if you were gluing on just the spike itself -- and virtually zero chance of ever coming loose, no matter how many gamers at your club and convention games may pick them up by the helmet to move them!
Last thing I'll add is if you go with the toothpick approach, I suggest using some kind of "sealer" to strengthen the wood before you prime and paint the completed figures.
I would test a few different possibilities on one figure each to find the most effective one before doing the full unit. I would try super glue… a light-as-possible coat of epoxy… maybe wood hardener (though the toothpick ends may be too small for it to really add much strength -- or not, I just don't know)… and finally simple, easy Matte Mod Podge.
I've used all those materials to successfully strengthen wood parts on various different models, but never a single wood part as tiny as the ones you will be using them on if you go with toothpick tips.
Whatever you do, I'm sure it will be a success -- and I hope to see the results on a tabletop one day!
