Slowrotor
As you are learning to fly an Enstrom (good choice), bear in mind that you can control the RPM as you enter the turn without changing the MP by just adding a little collective.
You are right, you will find that you will descend if you don't add a little throttle or aft cyclic as the power requirement increases with the increase in load factor.
Remember to do the opposite as you roll out.
TIMTS
Without disrespect to Robbie pilots who only fly Robbies,(I was one once) I have found several a bit hazy on the principles of fine RPM control when they have got in my Enstrom. Some are even frightened by it at first. I think that is a result of Robinsons having an excellent governor. Coyote does have a point about emergencies (but could have phrased it a little less critically!) so a bit of flying with the governor off next time you are with a CFI may not be a bad idea.
Its great fun too. Enjoy.