FFF - a very good balanced answer.
The only thing I wonder if I am missing is that when I did my PPL (and it was a long time ago so things may well have changed) steep turns consisted of doing a 360, rolling out (sort of in those days) on the original heading. I thought that was what we were discussing?
I would be less concerned about HASELL checks if we are talking about practising an avoiding turn - no more than a 90 degrees turn and roll out on heading. Is that what you are referring to?
However I would still expect the instructor to have had a jolly good look around to make sure the area was clear first - which doubtless you do.
For a 360 turn I beg to disagree - as LN says it only takes 30 seconds, give me one good reason not to do it.
I dont see how a 360 degree turn can be justified as a practice emergency avoidance response in itself?
Out of interest you might also compare and contrast with an aileron roll - no change of heading, positive G throughout so no danger of objects etc flying around, no change of altitude (or perhaps an initial pitch up if you prefer). Would you do a HASELL check in those circumstances and if not why not?