[art of flight]
I never heard it can be done in a R22 but the flight school offered it to me, this it what they wrote:
"You may also be interested in doing your instrument rating on the way to your CPL. Having an FAA IR can make it easier to get an EASA one in the fuutre. here we can do it in the R22 while at home I know you have to use a twin turbine, so cost difference is huge!"