When landing in high winds, which in my neck of the woods is 40 kts and above, its preferable to land with the nose into wind otherwise the forces on the side and tail of the helicopter could cause a dangerous situation.
In flight scool it´s often taught to land with the wind from the RH side so the wind will lift the rotor over the tailboom. It works fine in 20+ winds but anything above that and you want to have the nose into wind!
I have seen a JetRanger turn itself 90° into the wind in 50G60 kts winds with no damage at all.
I usually use the rotorbrake to stop the rotor at the 1/7 o´clock position to avoid it flapping into the tailboom.
Its not been a problem shutting down in high winds in the years I have flown B206 / 222 / 212 helicopters.