Yes, at least some members of Blackpink use wigs. Evidence suggests that Lisa, for one, uses wigs to achieve the various hairstyles seen throughout her career. The numerous color changes in her hair strongly imply the use of wigs to avoid the damage and time constraints associated with frequent dyeing.
Lisa's Hair Transformations and Wig Use
The sheer variety of hairstyles and hair colors Lisa has sported strongly suggests the use of wigs. Constantly changing hair color through chemical processes would be extremely damaging to her hair, and the speed at which these changes occur points towards the use of wigs for practicality and maintaining hair health. ([Source: Observation based on Lisa's various hairstyles and the statement "Lisa definitely does" regarding wig use. 29-Oct-2020])
Other Blackpink Members
While definitive proof isn't readily available for all members, it is highly likely that other members of Blackpink also utilize wigs, especially given the demands of their profession and the frequent changes in their hairstyles. The use of wigs in the K-pop industry is common practice for maintaining hair health and achieving diverse looks.