you could try using flexi-rods, & just setting them on the ends.
glad i saw this thread. my hair's shorter as well, & i found out the hard way that curling my hair the way i used to (with my flat iron) when i was APL really isn't gonna cut it anymore, lol!
i'm also on the market for a curling iron with a tiny barrel, .5" or smaller. i think that'll help.