In this work we first prove, by formal arguments, that the diffusion limit of nonlinear kinetic equations, where both the transport term and the turning operator are density-dependent, leads to volume-exclusion chemotactic equations. We generalise an asymptotic preserving scheme for such nonlinear kinetic equations based on a micromacro decomposition. By properly discretizing the nonlinear term implicitly-explicitly in an upwind manner, the scheme produces accurate approximations also in the case of strong chemosensitivity. We show, via detailed calculations, that the scheme presents the following properties: asymptotic preserving, positivity preserving and energy dissipation, which are essential for practical applications. We extend this scheme to two dimensional kinetic models and we validate its efficiency by means of 1D and 2D numerical experiments of pattern formation in biological systems.