So you want to set type on curves and break out of the Tetris-esque grid? You can! Get yourself a set of circular quads for the easiest options. These aren't horribly hard to find so keep an eye out when you're shopping for letterpress goods. They are generally made of metal but occasionally you can find wood (which you can also make yourself!)

Here are a few sets. You'll notice that they tend to be in separate pieces so that you can mix and match to create various diameters as well as serpentine lines of type.

Of course you can also grab some Daredevil Furniture from Springtide Press! This is both wood and plastic and offers a number of circular ideas.

I start by determining line length then setting slugs in a stick. You can easily add lines above and below the quads. You'll notice that they have stair-stepped areas you can fill with either slugs or spacing material.
I place thin strips of paper cut to about the height of leads at the top and bottom of the quads. This serves to cover the gap that can be created between the two opposite sides of quads (you can see a little white paper to the left of the D below.)
Set your type along the curve and space accordingly. Don't sweat the tiny triangular shapes created at both ends of the line of type. This rarely affects the lockup and if you put too many smaller spaces in there they can squish the line of type and now allow it to neatly follow the curve.
You can also see here that it's possible to add type right below the curve given the space created by the curved quads.

Don't have circular quads or furniture? No problem! You can get creative on your own. Slightly hand-bend two 2pt leads to fit within your stick and carefully fill in around them with spacing or slugs. The lockup can be slightly trickier given that you don't have the graceful quads but it can definitely be done. You can also cut curves out of rectangular pieces of wood (3/4" is perfect) and have a little more control over the angles.

In no time, you'll be taking off with curves!