One other thing, lots of good advice on here :) I have ridden many horses that have this issue (hey long grass is tempting!! ;) ) The things I've tried are 1. Be consistent, don't ever let the pony get away with it, it will only reinforce the behavior. 2. How is the pony on the ground? Doe she go down for grass when being led? That behavior may transfer to the saddle and needs to be corrected on the ground also. 3. You will NEVER win a battle if the horse is stubborn and puts her head down by pullin back on both reins. A horses neck is PURE muscle, and thus is WAY stronger than even the strongest persons arms. You have a much better chance of getting her attention if you pull up on ONE rein instead of 2 (Plus it discourages behavior by making her move in a circle, away from the grass. When she goes down for grass, make her MOVE!) You can couple this with a good whack of a whip or a good swift kick. This will both make her move, but also keep her under control in the turn. She will quickly realize that was a no-no, and she wont get away with it.
And to answer your question, I have wrapped the reins around the horn before, but only for short periods of time, and it must be easy to get off (wrapped NOT tied). The last thing you want is your reins tied to the horn if the horse freaks out on ya, which we all know they can ;)