I just had my surgery a couple days ago so I haven't experienced hair loss yet, but my mother had her VSG 2 1/2 years ago and she has very thin hair as a result. She swears by a product called Toppik. It's a product you shake out into your hair, but it's not really a powder. It's more fibrous than anything. It definitely works to fill in her hair so her scalp doesn't show. It looks quite natural.
Here is the link to the site http://www.toppik.com/
There are quite a few colors I believe and you can mix them if they don't have a perfect fit for you.