Simple SolutionThe problem is that the rudder neutral position is not set correctly.
The gyro manual explains how to do this. There are two ways to do it.
Method 1. Linkage adjustment:
Take the gyro out of HH mode using (WITH NO REVO MIX) and
bring the heli into a steady hover (apply rudder input as needed to prevent rotation). If the weather is windy, hover the with the nose into the wind. Adjust the rudder linkage (NOT TRIM) until very little rotation occurs without rudder stick input. You can also adjust the SUBTRIMS but remember to save the trim settings in all flight modes.
if you have a transmitter switch to take the gyro into and out of HH mode, wiggle it back and forth 3 times within 1 second to set the rudder neutral position. If no switch is set up, turn off the heli, power it off and then back on.
Method 2. As per the manual:
Bring the heli into a steady hover (very little rudder input should be required if in HH mode). Land the heli. Wiggle the switch described above back and forth 3 times within 1 second. This will set the rudder neutral position.
Any changes made to the rudder trim requires readjusting the rudder neutral position.
This solution will solve your rotation (turn) problem.