I have managed to "wrap" my bangs. Just brush them against my head and pin in place. It's really not hard or troublesome to do that IMO
I also try twisting and pinning it to the side while wet. It ends up with a bit of a curl in it but it stays off to the side.
I second Jaine's idea of using gel, but maybe comb it straight since you want dreads and it may be a bother to bun that all together. Keep combing it every so often until dry.
When I had nose-length bangs I would take my fingers and clamp them on the bangs and pull it straight, like a flat iron would. This worked well at keeping them pretty decent looking after going to the water park last summer.
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