Keep the curling iron away from your curls!!! :-) I think there are a few things you can try before applying heat to your beautiful tresses.
First do you use a head tie at night? This is the least popular/sexy option. But most use a satin scarf that helps to reduce frizz. Before using the scarf, put your hair in a pineapple (high ponytail) and start by placing the scarf on the back of your head and tying the ends in the front. In the morning when you take your hair down it should have less frizz and have kept your curls from the day before. Wala! Second day hair! Another super easy way to keep the frizz at bay is to use satin pillowcases. I got mine from walmart. Its soft and helps retain moisture in your hair.
Third option is to set your hair. Try doing four chunky two strand twists and take them out for a fun textured next day look. Lastly, is using a different setting/styler for your hair. Check out the review for these styler which help to keep your curls defined for a few days.
Review: Wonder Curl Get Set Hair Jelly | Tribe Called Curl | The New Curl Order for Natural Hair
Hope this helps!!!