Not a max user but the workflow should be similar.

(1) you could use displacement mapping to thicken out the hems only

(2) you could use cylinders "pinned" or otherwise rigged to the edges or

(3) I would consecutively extrude edges into cubes (so that they are part of the same mesh, in contrast to method two) and apply rendertime smoothing. This is the most time consuming, least headache prone solution that I can think of.