Hello brighamwriter,
There is <a href="http://www.beadstylemag.com/bds/Default.aspx?c=a&id=696">a project by Mia Gofar at BeadStyle</a> that shows how to make twisted wire with beads on the ends, though the project is not a bridal comb. You could adapt it, however, by winding the wire around one end of the comb and working toward the other end, wrapping between the tines as you go.