Use heading hold during circuit?
Here is a different point of view.
I learned with a HH gyro in HH mode. Once I was comfortable I started using it in normal mode to see what it was like. I now fly in HH mode 100% of the time. Flying circuits can be harder in HH mode as you have to learn to fly the tail a little more in the turns so you come out straight.
I think it is a toss up and just use what you've gotten used to. I fly with CSM 540 gyros and they hold almost as well in normal mode as they do in HH. I've flown in normal mode not realizing I had the switch wrong and not even noticed it.
I'm not advocating one over the other just letting you know that you can go either way.