The best technique I've found is to roll a cone shape around a straight piece of wire (I use a paperclip). To get the spiral patten use a thin piece of wire and place it on the tip of the horn at an angle. Next, slowly roll the cone shape along the desk using the thin wire and with a little pressure, it will put a spiral grove into the horn.
This isn't the easiest method to describe and the 'wings and horn' tutorial is next on my list. I just haven't had time to get stuck into making it.
Could you do a mane tutorial please? These tutorials are very helpful and I'm sure you've had/got a lot of demand for them! My main issue it painting the underside of the mane without getting paint on the base, and visa-versa. :3
My goal for these tutorials was to give a good guide to the bare bones of making ponies. They are hopefully more of a jumping off point than anything. Doing a mane tutorial would be a massive undertaking because there are a million different mane styles as opposed to two body types. As to your painting troubles, I use a tonne of masking tape when painting some of my sculpts. It can be a real life saver when it comes to the tight corners.