If you just want to do the brim, steam (from your kettle) should suffice. I bash and reshape all my hats by hand, including the brim of my antique silk topper which is actually stiffened by a type of shellac. It's a trial and error thing, but wool and fur felt should react much the same way. They have said this is a specifically soft wool, but nonetheless, holding it over steam for half a minute or so (which means you have to hold the switch on the kettle when boiling it, which is not ideal) should set it in the shape you form it to.
That said a pro hat shop probably wouldn't charge much just for that if you're not confident, but you can abuse wool felt quite a lot.
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Tell you what though, good ol' Marlborough man in the first vid, sure had a disappointing answer to the ladies query about cowboy hat brim curl. The way I heard it, although the C19th plains cowboys often wore their brims flat and wide, by the time the '20s and '30s came along, those guys were increasingly finding themselves piling into the back of pickup trucks together. Of course them big ol' wide brims were bashing into each other, so the answer was to curl 'em up. Just something I heard, might be true maybe not, but it's a more interesting story than he told.
