How I remember it is that I would be thinking bank, then find my hand gripping the controls for grim death and preventing the plane banking (blimey bank it too much and I'll either fall or the plane will topple over), so I would be in a right bank but my hand was always stuck wanting to apply a left control.
I went through exactly the same thing again learning to side-slip Cubs, I really had to force myself to do it, but it came in the end. (With plenty of encouragement from the right instructor).
Not sure what would help flying a helicopter, I know practicing steep turns in a 'plane made ordinary ones seem better for me. Being able to do really big side slips on approach in a Cub has made me much more confident about flying in general too.
I felt that an instructor demonstrating doesn't always help. I would discuss the sensations with your instructor and see what he thinks. You may just be someone who has more fear of doing something wrong than most, my tailwheel instructor figured that about me and since then I've found it much easier to get on with things, safe in the knowledge there isn't much I can do that he can't get us out of, which is letting me gain a lot more confidence in my own ability than I ever had during the PPL.