A few years ago, on my innitial IR with the CAA examiner I was on a closing heading to the Localiser at Exeter. The heading wasn't working as I would have intercepted the LOC above the G/S so I gave myself an extra 15 degrees left. The intercept now worked well and the ILS was fine but the CAA man was not impressed!
He told me in no uncertain terms that a heading from ATC must be maintained or re-negotiated, that the tolerance for heading maintenance on the IR was 5deg (or perhaps10?) and that he had a good mind to fail me. In the end he made me promise never again to change heading without asking and gave me a pass; whew!
Almost an expensive mistake but a good lesson. As has been said here; if ATC give you a heading fly it, if they give you a track fly it, if it's not working out ask to turn: this applies just the same while intercepting an approach or in any other situation. If you are really lucky you might hear “own navigation, report localiser established". Nirvana!
3 point