Superglue is fine. I haven't seen it affect enamel, myself.
I would suggest, use just enough that it wicks into the turns, but leaves lots of free space to later get varnish or something in there to more permanently secure it.
You may find it useful to use tape anyway, if nothing else just to hold the former and cheeks in place, and secure layers, before soaking the whole thing in something, or using self-bonding wire (if resistive heating isn't well enough controlled, just stick it in the oven). Jig parts made of Teflon or PP, or something shiny and non-stick anyway, will be helpful. Preferably with some way to release the form, like a few wraps of sheet around a cylinder, maybe even a split cylinder held in with shims.
For example, I have some PET film that epoxy doesn't stick worth a damn to, it peels off very easily. That would make a nice form, or wrapped around one, and then some way to anchor the cheeks. End plates like washers, with a bolt through the stack to hold it together, is a good way to make a winding arbor. Helps greatly to have a machine shop to make custom sized parts, but some adjustability can still be had while using relatively few parts.
Epoxy by the way, can be used like varnish if it's thinned -- it might not soak in well otherwise, but with a little solvent, or I would say preferably just by heating it -- the slower-cure types get pretty flowable, and for more than long enough to soak into things and for bubbles to move out. (Vacuum impregnation is always best though.)
Tim