Define FMS though your NG's and new airbuses have them and heavys but most of your regional stuff doesn't have them. I don't know what the Q400 and Saab2000 has they are as about as new as you get for regional TP kit.
The 146 etc don't have them.
Normally you need the VOR up for setting up the hold as you come to the end of the star.
Heading into a procedural field you would have the vor up on primary again for joining the hold and for your outbound. You can't decend until you get half scale deflection.
Certainly the 15 departure from BHX heading north was always a flurry of DME holds and VOR's getting tuned in.
LHR ATC are not always the best ones to ask because they are working in a very controlled enviroment. Ask a controller from Newcastle,Leeds or the like and you will get a different responce. Its a very British thing to radar vector everything. The likes of Helsinki or Oslo you will get given an approach and you will complete it without another word said once cleared for it apart from QSY to tower.