Are you thinking that if you release the Txer's controls the plane will level? That is not the way gyros work. Maybe you are thinking of HH's SAFE mode. There is even a difference between HH's SAFE and their gyro (AS3X) mode. Gyros will correct, for example, a shift caused by a wind. But if you put the stick in the down position the plane goes down and a the plane will continue to go down if you release the stick. It will not level a plane that has been going down or up. If you are in a bank, and you release the Ailes, the plane will not come out of the bank w/o you making the correction with the sticks. Gyros do not make those kind of corrections. The Cortex is NOT capable of SAFE type corrections.
You do not use heading hold on normal planes. It makes the planes hard to do normal turns. On 3D planes ... maybe use heading hold in a hover or torque roll. Heading hold is more typically used in Helis to keep the tail aligned with forward travel, etc.
To set the gain, I increase the gain until the surface I am adjusting starts to oscillate and back it off a hair until the oscillations stops. However, … Typically, real time adjustments simultaneously adjust the gain on all three surfaces, Which is a PITA. Unless you started with some fairly close settings on each surface, you have to go back to the Gyro's programming and individually adjust each surface a bit to get it close. Get each surface close and then the real time adjustments frequently work.