This thread is a little bit like those Bizantin arguments about angel's sex.
First, we have to estate wether we are supposed to be under radar coverage (which is the most likely scenario) or it would be "conventional" ATC.
If in radar control the left turn is probably the thing to do, but better do it considering TGO as a fly by and not as a fly over intersection and fly slow enough so as not to invade the airspace overhead the airfield.
In in conventional control, they should tell you what to do.
As long as you are above the MSA and you don't make an incursion in someone else's path, you can do whatever you want.