During intermediate approach when cleared to intercept the inbound course, either localiser only or VOR or NDB, Use TRK mode to align the aircraft. Ref is Airbus Industrie Instructor Support, page 55 Normal operations.
It makes sense to remain in HDG with a great big VOR displayed until the CDI is centered in my books, then once established, TRK mode. Remember these are guidelines by sense must prevail.