I know hot glue is very popular, and I use it when I glue feather hair to the head, but I'd never use it this way because I'd be afraid that the glue would be visible. I've seen "professional" puppets that have obvious hot glue residue around the eyes, mouths, et cetera, and it makes me cringe.
I'm not trying to dis your technique. If you can make it work, then you're doing it right--and you have lot more skill with a hot glue gun than I do!