Wahid

Adding rudder won't make any difference to the stability however, it will enable you to make turns without having to heave the model over too far in roll. I built a couple of gyros that used a full direct controlling head and had a rudder. It was extremely effective and eventually I mixed in some rudder with roll on the hub which worked a treat. If you have a rudder installed you might find that you can greatly reduce the control thrown to roll control on the hub making control a lot less frantic.
These days I tend to give my gyros loads of control throw and just use exponential on the transmitter to soften it up.

If its stability you want then you can make the surface area of the mast much greater (preferably above the c of g position) and/or lower the centre of gravity of the model.

Sean