I think that Curly might have eventually tried a solo film. It would have been interesting. I thought "Roast Beef And Movies" was okay, but we really don't get to see him solo, since George Givot and Bobby Callahan are playing Moe and Larry, respectively.
I, personally, would like to have seen Larry direct a film. In fact, I think if the film had Curly starring (solo) and Larry directing and, perhaps, Moe writing a screenplay it would have worked. Why didn't Columbia think of that? I guess they didn't want to change things or go out on a limb.