I have never done from the dock...for short term (prep for a show or something) it might be possible, but I would be very careful about not doing it too tight. You would just have to find another way to anchor the wrap...maybe french braid and run it through one of the weaves at the top.
I've only used vet wrap for injuries. You have to be careful when using vet wrap, especially just as "leg wraps." Since vet wrap is very elastic, it is possible to wrap too tightly and cut off circulation. I've seen people use it on a mare's tail before breeding. Again, be very careful not to wrap too tightly.
I also use vetwrap for tails, but only the night before shows. I wash the tail, brush it out, wait for it to dry, braid it (simple braid-comes out in the morning), fold braid up to dock, and wrap with vet wrap. This is instead of a tail bag but you could also use a polo though they sometimes fall out :( In the morning when you get to the show take off the vet wrap, unbraid, and the tail will be clean and wavy- it looks good!