Chris Scott;
Typically, as you suggest, it would be done in HDG mode, with the AP deciding the bank angle (unless you turned the HDG knob little-by-little). At that altitude, the bank angle would be nearer the 20 than the 35, I think.
That's exactly how it's done and that's the bank angle achieved for the A330 when using HDG with autopilot ON.
More bank would have to be done manually but I've never seen a diversion done that way.
A bit more detail for those wishing it... A Rate One turn (3deg/sec) at a TAS of 450kts would be about 53deg bank. The maximum bank angle that will be maintained by the autoflight system (autopilot OFF) using the sidestick is 33deg; the maximum bank angle in Normal Law (autopilot OFF) with constant sidestick deflection is 67deg. Positive spiral stability is maintained by the autoflight sysem in Normal Law.
PJ2