My younger daughter doesn't own her own set of GHDs yet (Xmas, she hopes! lol) but pinches her friend's whenever she can!
She raves about them as she has extremely thick (& I do mean really thick!), naturally heavily wavy hair that is prone to untamed wildness & wooliness at the drop of a hat!
She likes her hair dead straight usually & says the GHDs are just so much quicker at achieving this on thick hair than her own straighteners or other makes!
She can also do the curl thing & I think it's just down to a lot of practice & being brave! It also seems to be down to 'all in the wrist action' & having watched her, she does it quickly with an accompanying finger twirl, no faffing about & mistakes are simply straightened out & re-done!
(She is one of these annoying people who can put their arms into ridiculously unnatural & uncomfortable positions though as she is completely double-jointed almost everywhere, so maybe this helps too when you're doing it on yourself! lol)