Sciolistes:
That is what I am interested in too. We often debate this one! As far as I am concerened, if entering a procedure, not under radar control, in uncontrolled airspace and above MSA, you can manouvre as you see fit to get into the 30 deg cone. As long as you have tower clearance you can proceed past the IAP, if not then you have to hold anyway, but the tower clearance has nothing to do with how you choose to get to the IAP. I guess they may assume a direct routing, but even a slight offset of a mile or two won't change the ETA
What individual states may or may not tolerate is impossible to determine. I do know the ICAO OCP, the panel that writes, and modifies PANS-OPS, did not envision such an operation. MSA direct to the course reversal (within 30 degrees) or direct to the alignment holding pattern if not within 30 degrees is what the OCP envisioned in criteria.
Having said that, practices in some states may have very well resulted in interpretations that it is permissible to do exactly what you are asking. In the U.S. similar ad hoc procedures have evolved that are the result of pilot or controller "inventiveness." This was not the case until RNAV became common.
If it were me I would want an authoritative answer from the aviation authority of the state in which I intended to use such a procedure.