The key is in the angle of the curling iron!
Here is what I used to do:
I would start from the bottom and curl my hair underneath itself. These curls wouldn’t hold for long because the weight of your own hair pulls the curl out. You’re curling your hair in an unnatural shape when you hold the iron this way.
Now here’s how I make curls last a full night:
Start from the top and curl hair around the iron until you reach the bottom.
Leave the clamp open to avoid any crinkly lines in your hair.
My final piece of advice here is use really good hairspray. I use kerastase double force hairspray and a 1-inch curling iron from Conair – invest in the hairspray over the iron.