Chirality is an important element of biology, chemistry and physics. Once symmetry is broken and a handedness is established, biochemical pathways are set. In DNA, the double helix arises from the existence of two competing length scales, one set by the distance between monomers in the sugar backbone, and the other set by the stacking of the base pairs. Here we use a colloidal system to explore a simple forcing route to chiral structures. To do so we have designed magnetic colloids that, depending on both their shape and induced magnetization, self-assemble with controlled helicity. We model the two length scales with asymmetric colloidal dumbbells linked by a magnetic belt at their waist. In the presence of a magnetic field the belts assemble into a chain and the steric constraints imposed by the asymmetric spheres force the chain to coil. We show that if the size ratio between the spheres is large enough, a single helicity is adopted, right or left. The realization of chiral colloidal clusters opens up a new link between colloidal science and chemistry. These colloidal clusters may also find use as mesopolymers, as optical and light-activated structures, and as models for enantiomeric separation.