Aerosol-OT (AOT) is a very versatile surfactant that exhibits a plethora of self-assembly behaviors. In particular, due to its double-tail structure, it is capable of forming vesicles in water. However, the size of these structures, and the time scales over which they form, make them difficult to study using traditional all-atomistic molecular dynamics simulations. Here, three coarse-grained models are developed for AOT with different levels of detail. The models take advantage of the Martini 3 force field, which enables 2:1 mappings to be employed for the tail groups. It is shown that these models are able to reproduce the self-assembly behavior of AOT in water at three concentrations: below the critical vesicle concentration (CVC), above the CVC, and in the lamellar phase. The results also demonstrate the formation of vesicles from bicelles above the critical vesicle concentration, which is an important milestone for the continued study of vesicle behavior.