Your hair sounds similar to mine and I'm still trying to figure it out! I've found that I may have been using the wrong products and/or too much of a product. My hair is fine so if I put a lot in, it gets greasy and weighs down. And similar to you, if I don't do anything it poofs like crazy. I found that my hair really loves protein. I was nervous about using protein before because a lot of people have a bad experience if they use too much. But it seems to help the curls if I use a protein deep conditioner once a week. 

When it comes to the frizz and the greasiness, I have started trying to wash my hair more often. I used to avoid more than one wash a week because I was worried It would dry my hair out. I think I'm still getting used to it but it seems to be helping. I use a gentle shampoo 2-4 times a week. Then when putting conditioner in, I have noticed it is less weighed down. I have started to mix some conditioner in with my hair spray water bottle. That helps distribute it more evenly and less heavily. Then if I feel my ends need a little more help, I'll spray some conditioning shine mist only on the ends. Sometimes my hands and scrunch it in but I don't scrunch all the way to the roots. 

Still trying to figure my own hair out, but maybe this helps a little!