Yes, I sent my Mii to you directly. I think it goes like this...

From the Wii Plaza, select the Wii Friend icon (little envelope with a circle in the middle, I think)

Drag a Mii into the Envelope

Pick the person from your friend list to whom you want to send it.

Other Miis will appear in the parade over time, as long as they are set to "Mingle".

bibere usque ad hilaritatem