I wrap mine up in cling wrap as well. I've used Glad brand which works well, now I am using the food service prep stuff from Sam's Club, comes in a big roll like mentioned above, with a nice cutter. I've never tried using a hair dryer, but I imagine it would work just fine. I use a heat gun ($20 from Michaels) but it takes a bit of practice to shrink the plastic without melting the soap. The end result looks very professional and prevents shrinkage and glycerin sweat. Then I use basic Avery printable labels on the back.