Hm, it looks like ModelFun has a particle hat function that might be closer:
http://forums.alliedmods.net/showthread.php?p=775016 It can attach the particle to their head and it will follow the player.
Is there an event that's fired when a domination/revenge occurs? I suppose I could check each time a player spawns to see if they're dominated but it seems a lot cleaner to set a bit when the domination/revenge occurs.
On player spawn, I would check that bit and attach the particle to the player's head... but
is there a way to make a particle only visible to the person who is dominating them? This works for the built-in nemesis icon. How would I do this with an arbitrary particle?