I had similar problems with the Wet Set product. I ordered a sample of it
and had my niece play with it. I didn't like the texture of it even when
the small pieces got hard.
I think a better alternative is Sculpy. (For young children, sculpy is a
little softer and more pliable than FIMO.) It is baked in a regular
kitchen oven for 15 minutes at 275 and you can do all sorts of stuff with
it. It is a little expensive but you can make it go a lot further by using
an aluminum foil or wire armature inside. Make a figure of waded up foil
and then roll or pinch the sculpy out flat and wrap the figure with it. I
also do a lot of dolls/puppets/fetishes where we just make the head and
hands out of Sculpy and then we do a body of sticks, stuffed fabric or
whatever. The kids are able to get a lot of fine detail into the sculpy.
It can be painted with various techniques to look like a wide variety of
materials such as stone, brick, ivory etc.
I usually save sculpy projects for the end of the session when its too late
to do another firing. I take the projects home on cafeteria trays or
baking pans and bake them myself. I can make them stick to the pans so
there's no rolling around. We also have a toaster oven in the classroom
which is fine for doing really small sculptures or beads.