Well, since Jane Austen says that Emma had hers done after dinner, can we not assume that she was going to sleep in them? Why else might she curl her hair before going to bed?

Actually, there's a conversation about hair curlers further down the page, which answers this question. If you cannot see the post, (which is linked below, too), then try clicking on the "Preferences" at the top of the board, and setting it for a longer timespan.