Flying a lot in "Mistral country", 20-30knts would be an average day. Never any problem with any position in R44, provided you keep cyclicking the rotor well.
Above 30 knts, I put it straight in the wind, especially if gusting. Putting it side ways also tends to create important vibrations in the tail rotor (never seen it visually, just hear the vibrations)
Fully agree with rotor brake.
Some times luck is involved, taking a nasty gust just at the wrong moment, might cause concern.
Some time ago there was an interesting thread on this subject.
D3