The precise control of assembly and packing of proteins and colloids on curved surfaces has fundamental implications in nanotechnology. In this paper, we describe dynamical simulations of the self-assembly of conical subunits around a spherocylindrical template, and a continuum theory for the bending energy of a triangular lattice with spontaneous curvature on a surface with arbitrary curvature. We find that assembly depends sensitively on mismatches between subunit spontaneous curvature and the mean curvature of the template, as well as anisotropic curvature of the template (mismatch between the two principal curvatures). Our simulations predict assembly morphologies that closely resemble those observed in experiments in which virus capsid proteins self-assemble around metal nanorods. Below a threshold curvature mismatch, our simulations identify a regime of optimal assembly leading to complete, symmetrical particles. Outside of this regime we observe defective particles, whose morphologies depend on the degree of curvature mismatch. To learn how assembly is affected by the nonuniform curvature of a spherocylinder, we also study the simpler cases of assembly around spherical and cylindrical cores. Our results show that both the intrinsic (Gaussian) and extrinsic (mean) curvatures of a template play significant roles in guiding the assembly of anisotropic subunits, providing a rich design space for the formation of nanoscale materials.