With this (& I may be wrong here) it seems like I gotta do the mesh editing in Max & then export & copy/paste stuff in niffskope I'm assuming.
There is no need to do copy any pasting for nearly all assets. The reason why F3 asset creation feels more complex than MW, is because it is more complex. But not by much.
When I export my mesh it appears in niffskope just fine. No issues.
Ah! but does it? Are you looking are the viewport or what is actually important- the blocks. If it is not working, I can safely say that it won't appear just fine to me. You might as well turn off the viewport, it doesn't tell you anything except what the mesh looks like in the nifskope renderer.
Anyway, if you look on fallout3 nexus, in the article section, I wrote a tutorial for exporting helmets from max 2009. Basically hair is the same, except with these differences: there are 2 mesh objects: hat and nohat, it has, Vertex color, it has a special shader flag enabled, and it has an additional high light texture.. off the top of my head I think thats it.