It's all inconsistent. I dont even care anymore.
Also didn't they say in the series or in one of the films that Saiyans hair doesn't grow or change...so...how'd he grow a 'stache, and I guess he's stuck with the hairdo in that universe, because it won't grow back out...?
Toriyama...
Ah, makes more sense that way. Also explains why King Vegeta had a beard, and Nappa...I've looked into this one once. Apparently in the Japanese version when Vegeta mentions this factoid, the word for hair he used is specifically for describing head hair. So it's less of a continuity error and more of something that just didn't translate 100% accurate.
Also, yes, Moustache Vegeta is the worst thing about GT.