In this paper, we consider the heat transfer problem in a cylindrical composite material with an adhesive interphase of closed curvilinear shape. The interphase exhibits nonlinear behaviour and at the same time has physical characteristics (size, thermal conductivity) that significantly vary from the properties of the surrounding components. As the latter complicates the direct use of FEM, we use asymptotic method to replace the interphase with an imperfect interface of zero thickness, preserving the essential features of the thermal behaviour of the interphase through the evaluated transmission conditions. Carefully designed numerical simulations verify their validity. We place special emphasis on the impact of geometric properties of the interphase, in particular, the curvature of its boundaries, on the accuracy of the conditions.