Only use low gains on rudder gyros. Any turn is a combination of yaw and pitch, so a yaw gyro will try to oppose any turn by adding opposite rudder. Helis get away with it because the yaw control is a primary control in a turn and the gyro can be suppressed when it sees a control input, but we rarely touch the rudder when turning our jets so the yaw gyro will not be suppressed and will oppose the turn. Using only low gain will minimise the effect and be prepared to add a little bit of into turn rudder if required when the gyro is active.
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