When you try to curl your hair, does it hold with the help of styling products? If not, then a diffuser probably won't work for you. If you want to give a diffuser a try, I recommend borrowing one from a friend first and see how you like it. If you decide to purchase one and your hair remains resistant to "scrunching" or wave, give this a try. Use a curling cream or gel (I like the ones from Aussie, Pantene, and John Frieda). Twist your hair as you diffuse sections and lay the twisted hair in the diffuser. Always use a cool shot to help seal the curl. You will then want to finish with hair spray. If you want to go a bit further, try putting your hair into pin curls and then diffusing with the curls stiill against your head. 

I also agree with you. curling sets or cream would be very worth for you. Hence go with it.