Even if the wings had hair (unlikely, as has been
mentioned), long fur/fuzz is unlikely to have the
structural strength required to resist aerodynamic
loads. Hair simply doesn't make for a very good
spoiler. John Conway already mentioned some viable
methods for warping the wing. It turns out that
pterosaur wings could change shape in a number of
ways, though I do agree that it is not immediately
obvious/intuitive when looking at them for the first
time.
There is one way that the fuzz/hair on pterosaurs
could be aerodynamically useful, however, and that
is in the production of a turbulent boundary layer.