I don't know about attaching PE to models, but superglue (CA) sure works well for attaching the parts to fingers.
Actually, I have found CA works best for me - though epoxy can also be used.
If you do go the superglue route, here is what I suggest.
1. Before you start take a needle and grind off the top of the eye until you have a tiny two pronged fork (eye protection while grinding a needle!!!). You will use this tool to apply the superglue. I stuck the pointy end of the needle into a wooden dowell for easy handling.
2. Hold the part
securely with a pair of very small tweezers using your favored hand. You may have to fiddle with it some to find the best way to hold the part for attachment to the model.
3. Put a drop of superglue on a nonporous surface (I use masking tape) and touch the half-eye of the needle to the glue using your other hand to do the needle work. Capillary action will draw up the superglue into the little space between the prongs.
3. This is the hard part. Hold the part in place and touch the needle to the line of attachment. Capillary action will again draw the superglue from the needle and fill the attachment gap.
4. Have a bottle of superglue accelerator open and ready. The accelerator sets the superglue immediately when it is applied. While still holding the PE in place, put the needle down and dip a paintbrush in the accelerator. Touch the paintbrush to the attachment point and the superglue should set.
Viola. The part is attached. It takes practice, and I can't say I've totally mastered the technique, but it works better than any other method I've tried.