Hey Michelle
If you don’t enjoy using a hairspray, then why not use a curl enhancer before you dry your hair, to try and hold the curl that way? The only other option would be use something before as you would need to use a setting product. Hair oils won’t do what you are hoping it would in terms of holding your tresses in place, because it doesn’t have any holding factors. You can try a cream if your hair is medium to thick and a mousse if your hair is finer.