If at all possible, avoid northerly instability errors of the magnetic compass. Hold the aircraft wings level and check the DI vs magnetic compass if it's steady enough. Otherwise - leave it well alone and wait for the turbulence to susbside. If you're above 8/8 cloud, fix your position more often by using VOR or VOR/DME fixes and deduce your track that way.
If it really goes to rats, use the 'no compass no gyro' technique when you descend under a radar service.