Larry, I did a similar conduit job sometime ago, on a Pennsy 4-6-0. I used #12 wire cleaned a strand, then fluxed it, then I wiped with some solder. This gave good rigidity, when I made my bends. I then painted them flat black, and super glued them into place. It looked like conduit to me!........
Several years ago I did some modeling in "G" gauge. I did several Aristocraft engines, I added many air/water/conduit lines. I used different sizes of plastruct plastic tubing. I would run different sizes of "Flourist Wire" thru the tubing, then I could bend the tubing to the shape/length that I wanted/needed, then pull the wire out and the tubing held its shape w/o kinking. I just don't think that you could find plastic piping that small, to where it would look like conduit on an "O" Gauge.
Maybe worth looking into though, and if you can you won't have to worry about adding the element of heat/solder, to maintain rigidity to hold the shape!
Oh well just a thought, or as my youngest grandaughter says, "Just Sayin"!............................................Brandy!