One of my PPL instructors wanted me to demo the steep turn. So I started doing the HASELL checks first and he cut me off. He wanted me to do a steep turn RIGHT NOW. His reasoning: steep turns are mainly used as a collision avoidance manoeuver and you're not going to do checks then.
He had a point. (Although I suspect he quietly did a Hasell check before asking me to do the steep turn. He wasn't stupid.)