GWS PG 03 Gyro set up
You may want to try and fabricate or purchase a training stand that allows the helicopter to freely pivot on center. This will allow you to trim your tail rotor settings and adjust the gyro gain without lifting off.
The one I used had 2 nylon discs drilled through the center and were joined with a nylon bolt for the pivot. The lower disc was drilled for 5 carbon fiber arrow shafts with practice golf balls on the ends. The upper disc had 4 short CF arrow shafts for attaching to the skids with tie wraps. Very simple. Sorry, it was loaned to someone, who loaned it to someone else, etc., so I don't have any pics.
You definitely don't need a Heading gyro to fly. Save this purchase until you have advanced to the point of doing aerobatics. As HelicopterHead mentioned, you'll be a better flyer if you know what to do with the tail instead of relying on the HH gyro.