When you are holding on a VOR/DME fix, you can (according to doc 8168)either:
1) Intercept the radial on a reciprocal track to the holding track prior to the fix - in that case you must perform an offset entry, irrespective of heading
2) Intercept the radial on the inbound track - in that case, obviously, a direct entry is mandated. Again, heading plays no part.
3) Intercept the DME arc to the holding fix on the non-holding-side - surprise, surprise, you win a direct entry
4) Intercept the arc from the holding side, and fly a parallel entry.
VOR/DME fix holdings are the only ICAO holding pattern where heading plays no part in selecting the entry procedure.
If you are talking about a VOR/DME-fix holding, but you navigate to it using your FMS, you are, however, back to headings. Beware, sometimes your FMS will NOT select the best entry, believe me