I just find sat watching the aircraft track the localiser, it drifts off, then will hold the aircraft in a slight bank and regain very slowly indeed. It copes poorly with wind shifts at low altitudes in my view. Also compare the way you would capture the localiser when flying raw data to how VORLOC does it. Aggressive turn, and either hooks through it or parallels it and edges on slowly.
This is only a personal opinion, but it's one of the things that irritates me about the aircraft. I find you have to look through the FD, particularly in roll when hand flying on approach.