One slightly-tricky approach to a problem like this one is the "shadow light." That is, a light which doesn't cast light; it casts shadows. This enables you to control the casting of light and the casting of shadows separately... something that you cannot do in the real world of course, but, "this is not the real world." 
As a general rule, I am very fond of doing shadows, and lots of other visual effects, as separate passes that are composited together to produce the finished result. When faced with a problem like this ("the shadows are in the right place but they are too dark"), what you have is a simple tweak of the compositing parameters, not an entirely separate and time-consuming re-render. Very nice for keeping the ol' workflow moving (and one's limited and shrinking supply of hair in-place).