If it's fishtailing in the air, you need to lower the gain.
Rudder typically allows more gain, but with it wagging, that is a sign the gain is too high.
If you have the gain wire of the gyro on your gear switch then the travel adjust for the gear channel sets the gain.
Start with 30% on your gain when in rate mode.
http://www.mycoolrc.com/gyro/indexnew.html