Yes, a rigid system is better in high winds. The use of the rotor brake is essential........but once you have applied it dont play with it, let the blades stop quickly and in whatever position they arrive at. Be sure that you dont stop the rotors with a blade sitting over an exhaust outlet if the engine is still running!
The other thing you can do is to land behind a high or a large obstacle to act as a wind-break. (in the Falklands we used to land downwind of Bristows S61s).