I want to tell my skinny friend to stop calling herself curvy
Why would she even refer to herself as curvy?
She is making herself and others feel uncomfortable.
If it's bothering you, you should talk to her. Telling her what to do will come off as bossy.
I'm fine with her doing it, I just don't like being associated with that kind of behavior.
That is why you need to talk to her. I think that it is okay to ask her not to do that, but you cannot tell her what to do at the end of the day.