I would have thought taxiway lighting to be more of an issue than runway grooves and bearing in mind the width differences, surely a runway would be a better choice than a taxiway.
I think its going to depend a great deal on the specifics of a particular situation. Grooved runways are typically found at airports designed to accommodate larger aircraft, with taxiways sized (wider) accordingly. Taxiway lights are often mounted somewhat off the paved surface and with frangible couplings which allow them to easily fold over when struck. If the helicopter is sufficiently out of control to leave the pavement (taxiway or runway) it seems likely that the pilot will be dealing with greater problems than striking an edge light fixture. And, taxiways do not have threshold lights, REIL's, approach lights, touchdown zone lights, centerline lights, localizer antennas, etc, all of which could create challenges under some circumstances.
On a related topic, my favorite instructor is a very high time helicopter pilot with a perfect safety record; what little hair he has left is grey. He considers running landings (in skid equipped helicopters) to be emergency maneuvers whether on pavement or grass, and he will teach them only in a simulated form (low approach at an appropriate speed without skids touching pavement). His view is that too many helos have been rolled into a ball training this maneuver. I am 150% sure that this view will be contested here!