Actually, everything is already said, so, here's just another example:
1. Export your Hair (Hats etc.) as Obj-File:

I use a transparent bodysuit for export, because you don't get the hair etc. alone.
2. Import this file into 3DXChange and only export the hair as Prop:

3. Adapt it to the head and voila, the "viking"* is ready for action:

It's as easy as that !
You can probably do that for the whole Mixamo stuff if desired:

Good luck,
tripfreak
:)
* Okay, in fact not really a viking:
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