I think you have already resolved but I had the same problem. I answer to share my solution.
If you have a .p12 file your approach is right.
First of all, you have to get the cert and the key separated from the p12 file.
As an example, if you have a mycert.p12 file execute
openssl pkcs12 -in mycert.p12 -out file.key.pem -nocerts -nodes
openssl pkcs12 -in mycert.p12 -out file.crt.pem -clcerts -nokeys
Then you have to make the call to your url. For instance, assume that you want to get the WSDL of a specific web service
curl -E ./file.crt.pem --key ./file.key.pem https://myservice.com/service?wsdl
If the files file.crt.pem and file.key.pem are in your working folder “./” is mandatory.