We have recently investigated the phase behaviour of model colloidal dumbbells constituted by two identical tangent hard spheres, with the first one being surrounded by an attractive square-well interaction (Janus dumbbells, Muna`o G et al 2014 Soft Matter 10 5269). Here we extend our previous analysis by introducing in the model the size asymmetry of the hard-core diameters, and study the enriched phase scenario thereby obtained. By employing standard Monte Carlo simulations we show that in such heteronuclear Janus dumbbells a larger hard-sphere site promotes the formation of clusters, whereas in the opposite condition a gas-liquid phase separation takes place, with a narrow interval of intermediate asymmetries wherein the two phase behaviours may compete. In addition, some peculiar geometrical arrangements, such as lamellae, are observed only around the perfectly symmetric case. A qualitative agreement is found with recent experimental results, where it is shown that the roughness of molecular surfaces in heterogeneous dimers leads to the formation of colloidal micelles.