If I want to know the heading I'll say, "Report Heading," then "Continue heading [wot you said] due [blah]" after you answer. If I don't want to know I'll say, "Continue present heading due [blah]."
If you say your heading (precise or rounded to the nearest 5) and I didn't ask for it I will not wax wrathful, but I would not read it back to you either.