I have made 2 on crochet headbands so far and have not had any problems. I made one for my daughter who is a 3T/4T and one for my neice that is in 3/6 months and they fit both without a problem. I didn't wrap the headband around anything while I was making it.
I did buy this tutorial to make with non roll elastic. I am going to try to make them today. The instructions look super simple. http://www.etsy.com/listing/62379363...u-instructions