First of I would like to point out that there is more than one way to do this, this is just one that I commonly use. So start with a reference shape.

    Create a cylinder, the number of faces dose not matter in this case but for games keeping it between 6-12 is a good idea. For this method it may be a good idea to texture the brush before continueing as it may be much more difficult to do so later on.

    Next use the Radial Clone tool to create as many duplicates as you need. The number and degree will determine the angle of the curve. In this case I used 12 at a degree of 7.5. For the method I am using you will need to use a degree that is half of what you want it to be. So for example, I want my ending degree to be 15 per section. So I will use a degree of 7.5 to star out.

    Here is why you use half the ending degree. The pieces in between will be used to determine where to cut, giving the exact intersecting point of the brushes. Bellow show this. The pipes in blue are the ones that will actually be left in the end, the pink are just for finding the intersection points.

    So select the 2nd cylinder, and click the Move Brush Pivot Point under the Modify tab. This will show the brushes exact center. Type this into notepad or write this down on a piece of paper. In my case i only needed the X and Y axis because the Z axis was constant throughout.

    When you have finished one press enter and it may help if you deleted it to keep from confusing yourself.

    Repeat this through all of the even cylinders.

   Select the first two cylinders. By this point you should have deleted the even ones that where used to find the coordinates. Using the knife tool select the exact pivot point that you used to clone them for the starting point then drag out the other end to where ever. Type in or copy in your first set of coordinates into the End point. This should show it perfectly intersecting the two brushes. Press enter and delete the extra pieces.

    Repeat this process through each piece. In the end you should end up with a nice curve and now overlapping brushes.

    While i prefer not to use it there is a faster way to do this. Each piece is essentially exactly the same, so using one piece you can radially clone it without having to cut each brush.

    I do not use this method as it is not, in my opinion, as accurate as the other. I have noticed some slightly misaligned brushes when using this but this is usually very small and difficult to see.