Was still standard on SH a couple of years ago, but of course that might be a result of the Shawbury training. I disagree that it is too late in the approach for helicopters; all our current platforms have good APs and we hardly go fast down the approach so workload really isn't that high at all. It could also be argued that due to type specific helicopter type allowances that an earlier check before you were in on an approach profile would be a waste of time.
As an IRE I would have expected altimeter cross checking every time they were changed, and a cross check at 1000 ft, but provided they pretty damned close then you're good to just fly off what is in front of you. My type didn't actually have any prescribed altimeter cross check limits, but if it was greater than 30 ft between them I would be using the lower one on the approach as a matter of good airmanship. I'm pretty sure the 1000 ft check was in SOPs, but again, there was no guidance on what to do if they disagreed or how accurate they should actually be, nor a requirement to nominate a 'master'. There are less and less outer markers these days, so a cross check then is getting less likely; personally I think a check at FAF would be best.