With the greatest of respect to Gonzo and HD I think that putting a go around on a heading without the use of radar (whether a 'proper' radar or a modern Aerodrome Traffic Monitor) may be a Heathrow specific thing. Having worked at a good many UK airports it's not something that I have ever been taught to do and there's certainly never been anything in the local ATC instructions that let me do it.
For what it's worth, my personal view is that putting an aircraft on a heading without radar is not a good idea. Firstly, we regularly see arguments on Pprune about whether the word radar is redundant in ATC instructions so therea are obviously a fair number of people who assume that any heading instruction issued by ATC is based on the use of radar. Secondly, another thread that crops up here is who's responsible for assuring terrain clearance and the general answer is that it's the commander of the aircraft except when the aircraft is on a ATC instructed heading.
This second topic is a bit of a grey areas in some respects - in situations like that Man Flex describes at the top of this thread where the aircraft is under radar control but is cleared or instructed to go direct somewhere it's debatable whether it's on a heading in the traditional ATC sense.