I never flew any RNAV approaches so I don't know about any regulations. However in my opinion a procedure turn can be a good idea to start the approach. Otherwise if you reach the VOR on a heading of 030 and try to make a direct turn to 242 you will probably end up overshooting it by quite a bit. What I do know for sure is when a procedure turn is published for an APP, you must be within 30 degrees of the outbound leg in order to start the approach.
Hope this helps