Up-down asymmetric inclusions impose a local, spontaneous curvature to an elastic membrane. When several of them are inserted in a same membrane, they feel effective forces mediated by the membrane, both of elastic and entropic nature. Following an approach initiated by Dommersnes and Fournier in the vanishing tension case [Eur. Phys. J. B 12, 9 (1999)], and also using a pseudo-analytical micellization theory, we derive the statistical mechanics of asymmetric inclusion assemblies when they are also subject to an additional short-range, attractive interaction. Our main conclusion is that generically, when the membrane is under tension, these inclusions live in small clusters at equilibrium, leading to local membrane invaginations. We also propose a novel curvature-induced demixing mechanism: when inclusions imposing local curvatures of opposite sign coexist, they tend to demix in distinct clusters under realistic conditions. This work has potential implications in the context of the thermodynamics of proteins embedded in biological lipid bilayers.