1) You can't give up transition opportunities. GS was second in the league in transition possessions and 5th in PPP off transition. They'll just kill you there. This means limit turnovers and make shots.
2) Stop early 3's. This ties into 1 somewhat, since most early threes come off transition, but GS also shoots a lot of quick pull-ups. GS shoots 44% on 3's taken with between 18-22 seconds on the shot clock. This means finding shooters in transition and pressuring the ball handlers when the cross half-court. None of that is going to save you if Curry decides to cross you over and pullup from 25 feet. But you can at least make it a harder shot.
3) Take the ball out of Curry's hands. While Thompson and Barnes have both shown better ball-handling skills this year than in the past, Curry is still the only guy with handles amongst their starters (he has enough to go around). When you look at the GS offense, more than half of their shots come with no dribbles and their eFG on those sorts of possessions is 59%. Curry's penetration is what drags the defense out of shape which leads to ball rotation, which leads to open catch-and-shoot opportunities. So how do you stop Curry in the pick-and-roll? It is pretty impossible. If you have your big sag back to contain his penetration, he'll just pull up in your face (probably preferable to letting him penetrate and kick, but still a losing bet for the defense). If your big hedges, Curry is just going to go around him and you'll have to contend with Curry streaking to the basket and Bogut rolling hard to the rim. Neither ZBo or Gasol has the foot speed to contend with Curry on a screen hedge.
When your secondary post defender crashes down to mark Bogut, Green is going to be wide-open, probably in the corner for a 3. When Memphis has had success it has been with Conley fighting over the screens. That does leave you a step behind Curry, but it at least preserves the general shape of your defense and, if Curry is going to get to the rim, Conley will be right there to challenge the shot. The problem with that is it is incredibly physically tasking ask on Conley, who is already primarily responsible for generating offense on the other end. It doesn't help that Curry can cross-match on non-shooters on the other end and doesn't have to work against Conley. You could also try trapping Curry high, before GS gets into their offense. But they move the ball so well, that playing 4 v 3 against them after the trap is also a losing proposition.
One thing you can do, if you have some PG depth is you can do what the Spurs did against Chris Paul. Whenever they had a backup PG (mostly Mills) matched-up on CP3, they picked CP3 up full court, which often forced the ball out of his hands. You still have to deal with Curry as a spot-up shooter, but that is better than Curry as the offense initiator.
4) Pray they miss open shots. That's basically the only way you're going to beat them, because no matter what you do, they're going to get a lot of open looks. 45% of their shots during the regular season came with the closest defender 4 feet away or more. 20% of their total shots came with a defender 6+ feet away and they shot an eFG of 60% on those shots. Their offense is geared to generate open looks for basically anyone on the court, because everyone (except Bogut) can shoot. There is only so much you can do when they got hot.