I have had some luck with using a wood burning tool, like a soldering iron with a pointed tip. I make a dimple in the mask where I want to place the quills with the hot tip of the tool, and attach the quill with thick super glue. This gives it a recess to glue the quill to and a more natural look to the base of the quill. I know that some others just glue them right to the mask with no prepping and others actually poke a hole from inside the mask, insert the quill and then glue it.
Hope this was of some help.
Forgive my ignorance...but what is "bake and bend"? Is it anything like "friendly plastic"? I've been trying to figure out the best, most flexible quill medium and the closest I've gotten is friendly plastic or latex.