My hair is not as fine as yours sounds, but I use CK and am happy with the frizz control, curl formation, and some hold. Couldn't hurt to try it, maybe check the swap board for some. Maybe some finer haired curlies will chime in.

SF Bay Area, CA * "The Angel-Goddess-Guru of Haircoloring"
3b/c/a mix. medium texture, low porosity
* pw: just4curlies
* My Motto: Strand Test!
some hair pics
-- gone, but never forgotten.