[DStJohn]

When properly set up, the t/r will have some pitch (typically about 8 degrees) in the same direction as rotor rotation. This will keep the tail in position when the heli is in a hover. The blades will not be at zero pitch. Actually I have one heli that the tail rotor only go to zero pitch with full right stick, the torque turns the heli to the right (it is a left hand rotation main rotor).
To set up the tail rotor, switch the gyro to rate mode (turn heading hold off) and hover the heli. Adjust the trim on the tail rotor so that the tail does not drift left or right. Look at how much pitch is in the tail blades, then rezero the trim. Mechanically adjust the pushrod length or move the servo on the tailboom to get the same amount of pitch on the tail blades. Repeat the process to check your setting and adjust as needed. The tail is now mechanically set up. Now switch on heading hold and hover the heli. If the tail drifts, adjust the t/r trim to stop it. Land the heli and adjust the subtrim to the same amount of trim as in the t/r, then zero out the t/r trim.
This procedure has worked for me with every gyro I have tried it on. It can be time consuming, but it works.