I would take it out, wash the tail and then wait untill it is dry completely before bagging it.
Or I would just plait a very small section and attach tail bag to that.
Personaly I don't use a tail bag on my lad, he has a white tail but I found that whilst the tailbag kept it clean the weight damaged the hair and pulled it out.
Finaly if you must use a tail bag then a pair of straightners will work. Do NOT use GHD's as they will melt the tail.