We report curling self-propulsion in aqueous emulsions of common mesogenic compounds. Nematic liquid crystal droplets self-propel in a surfactant solution with concentrations above the critical micelle concentration while undergoing micellar solubilization [Herminghaus et al., Soft Matter 10, 7008 (2014)]. We analyzed trajectories both in a Hele-Shaw geometry and in a 3D setup at variable buoyancy. The coupling between the nematic director field and the convective flow inside the droplet leads to a second symmetry breaking which gives rise to curling motion in 2D. This is demonstrated through a reversible transition to nonhelical persistent swimming by heating to the isotropic phase. Furthermore, autochemotaxis can spontaneously break the inversion symmetry, leading to helical trajectories in 3D.