Personally, if the autopilot fails I'm going to do the best I can to land as soon as I can, and if that means just continuing an approach to MDA/DA, that's what I'm going to do. That seems to me to be the safest thing, regardless of the regulations. In the US, for most helicopters equipped with an autopilot/flight director, a failure just requires taking manual control, and is at least simulated on most checkrides. At least one approach had to be flown without the autopilot on any PIC checkride I've ever taken. It's not an emergency, it's just an annoyance, and the autopilot has to be disconnected before landing anyway.