You're not the first one to come up with the idea of a "hair filter".
Many researchers have long believed that "feathers" can hold the most amount of oil because of the way how the feather was naturally made.
This method was used to clean out oil spills and other related problems.
One day, a barberer wanted to know how much oil a handful of hair can hold.
Since he works at a barber shop, he collected whatever hair he can gather. He then borrowed his wife's panty-hose so that he can use it to hold the large amount of hair. He filled up a small inflateble pool with water and added oil to it.
He dipped the "hair filter" into the pool and stirred a little.
Amazingly, the whole pool became clean enough to sparkle like H377.

Many researchers then decided to make a study on the human hair. They discovered that a handul of hair can hold a lot more oil than a handful of feathers.
The human hair is naturally made our of over-lapping segments that allows it to trap more oil between each segment.
Feathers don't have segments and only use the spaces that are between the strands. And there's not that many spaces.
Since the segments of the hair are only visible under a microscope [a human hair is long as well], they can trap the oil molecules better.