I often use a little Dave's Flexcement on synthetic wings to stiffen and shape them.
I tie in a parachute style upright wing and hackle then add a drop of cement to the base of the wing. I let it dry a bit then use a tweezers or pliers to flatten the wing so it has a more natural shape. After the base of the wing has set up I use a needle to place 1-2 drops on the middle of the wing area and stroke it into the fibers with my fingers. When the cement is dry I trim the wing to a nice mayfly profile with scissors. These seem to hold up to fishing quite well.
I use Dave's Flexcement since it is so tuff and durable, other brands of head cement would probably work as well. However the other brands I have tried do not hold up as long.