I once had an "interesting" time in a B206 (JetRanger) in gusty conditions - with a gusty crosswind from the right, in the hover, when the gust disappeared.
The bootful of left pedal I had (keeping the aircraft pointing where I wanted it, against the crosswind) meant that the gust dissipation led to an instant 90 degree turn to the left before I could catch it (ending up pointing downwind and descending in the process) - so it's not just the arrival of a gust which can cause problems, it's their departure too, and not just for helicopters, I'm sure.
But generally we have it easier that our f/w compatriots because we don't have to land then stop, we stop then land, so there are more options on what we do below 50 or 60 knots.