>>3454585I use a "thunder grey" paper background, lit with a snooted/gridded/gelled speedlight. Unfortunately most of the time it doesn't look as clean as I'd like and I end up just replacing the background in Photoshop. This usually involves about half an hour additional editing to get it perfect. I you look closely at my OP image, you can see where all the painted hairs connect to a blob at the top of the picture. I didn't spend enough time making it look real.
I'm working on getting it right in camera though. Hopefully soon I'll have the control required to get the gradient just right. It is a major pain in the ass though.