I actually haven't tried, I'm sure it's possible, maybe someone else will have an answer for you on that one?
As for hair+headsculpt, it's the same sculpt on the NA and civvie AoU version, just different makeup/paint jobs that make them look slightly different
In terms of hair I found civvie AoU Wanda's better than NA's, I think it just came out of the box a lot nicer. Each figure is different though, of course
I guess in terms of preference of AoU vs CW, it really depends on the kind of collection you're going for? I mean for me, I absolutely love the twins and loved them in AoU, so getting them was a no brainer for me. I don't have any of the other AoU figures though. My collection is basically turning into a "buy all the faves" one
I've got NA Wanda as well, as I mentioned, and I'll be getting CW for sure. I know a lot of people prefer having Wanda in her "super hero" uniform to fit with the other Avengers, so they passed on her civvies AoU look, so again I guess it just depends on your preference. But in my opinion, you wouldn't be at a loss if you got AoU, I think she's a fantastic figure.