Haha nope, not a good idea, and it wouldnt work anyway! The reason it works on synth is because heat shrinks the fibres in the kanekalon and they dry that way so keep the shape.
With real dreads there is a couple of ways to go about it.
You can damp your dreads, then plait them in sections, so plait 6 together at a time rather than all in one bit plait, depending on the size of your dreads, and sleep on them, then unplait whilst completely dry, you should have a nice wave :)
To have really curly curls, you’ll need some kind of setting spray, like a diluted gel or something (each dread head has their favourite, but Im guessing use everything diluted unless its made specifically for dreads, since you dont want to gunk up your locks. Im sure in alot of cases, just water will do) and something to curl with. I have done some research, and you can do this with the same kind of bendy rollers I used to curl my synth, just curl your dread up from the bottom onto the roller (one per roller) and then when you get to the top, you bend the roller back onto itself to secure on your head. You’ll probably need thinner ones than I used.
You can also curl using things called soft spikes or lock loops, but Ive not seen these in the UK, they are made of foam and work in the same way as bendy rollers, but you can push one end through the other.
This is all about using water and time to set the hair, much like a pin curl set, rather than any heat styling that may damage your dread.
You can also, without buying rollers do what are known as bantu twists, but I wont try and explain that here, you are better off popping over to youtube to see one of the girls there explain it, visual aids are always better for that kind of thing anyway.
Hope that helps?