You probably tried ballerina bun, sock bun and braid curling method but none of them gave you the result you wanted. And it always end up looking a little messier than you like it. I know exactly how you feel because I've tried countless no-heat curls to figure out what's best for my hair type. My hair is neither fine or thick and I don't have a hard time getting the hair to curl. The only complaint would be curls that are not done with a heating tool resemble a bedhead. The style itself isn't bad but I prefer softer and more define curls. I found the bandana method through Rapunzel's Resource and this technique makes your curls looks healthy and natural.
To start, Part your hair in three sections. Then take one section and lightly mist it with water. Then clasp the bandana onto the hair (Note: the higher you start the more volume you'll have). Pull the hair and loop it around the bandana similar to making an infinity sign.
Continue to wrap the hair around the two sides and once you finished, secure it with an elastic. Repeat it to the other sections and you should have three sections of bandana rolls. Sleep on it.
In the morning, gently release the hair and there you have it! Gorgeous curls. Separate the curls with your fingers to make it look fuller.
Isn't this beautiful?