I only use wool at night at the moment, Ben wears longies (well they are crops but come down to his ankles at the mo'
) and it doesn't matter how bulky they are as his night bum his huge anyway. The wool is great at night as it is more breathable and allows air to circulate allowing some of the moisture to evaporate so nappies can actually be less wet with wool. They are very easy to care for, once you have lanolised them a few times, they can be used for several weeks before they need washing or re-lanolising, unless they get soiled of course.
In terms of daytime use, I have used wool shorts on Charlotte during they day and they were fine as long as I used a nice absorbent nappy. You can use wool wraps under clothes, although they would be a bit bulky and there is a possibility of wicking under tight clothes or if they sit still for long periods of time.