Knievel
No-one can tell you that you should wear a helmet when flying privately or during training, that has to be your choice. The safety benefits are well documented and the other pro's & con's have been well discussed here too.
"even in an R22?" - especially in an R22!
"even whilst training?" - why not... a crash is still a crash whatever you're doing.
"even if everyone else thinks you look a prat?" - who cares! In my experience no-one else really cares what you wear.
Mil, Police, SAR & HEMS all wear them, do they look like prats?
PR