Since you did mention R/C helicopter Gyro's I wanted to give you some basic info which may indicate why they may or may not be good for your needs. I hope it's usefull information.
The latest thing going in heli gyros is AVCS (Angular Velocity Control System) rate gyro designs, several manufacturers, similar function.
Older heli gyro's were designed to counteract engine torque, but when you flew around the tail would trail behind the helicopter (similar to an airplane) without having to feed a control input into the gyro. Input from the remote control adjusts the travel of the tail rotor servo. The older style has become less popular because it doesn't suit the new style of
3D Flying(29 meg video DL) . (Watch the tail)
With an AVCS / heading-lock gyro, the gyro maintains the heading it was initialized with, or left at after the last control input from the radio... Control input from the radio only controls yaw rate, and is not directly linked to the travel of the servo. For the most part, the few exceptions are explained below. This means you can flip or roll the helicopter, fly it upside down, whatever you like, and as long as you don't touch the tail rotor control, the gyro will do it's best to maintain the current position. If you want the tail to follow the heli you have to feed the control in yourself in a turn.
For helicopters it works very well when coupled with high performance servos. With a high end servo, the response time is around .06 seconds for 60 degrees output gear travel with 47.2 oz-in of torque at a 70Hz update rate
There are certain aspects which affect the ability of the gyro to maintain a heading lock. One is a solid minimal slop control system utlizing ball links and no/low flex control rods such as carbon fiber tubes with machined metal ends.
Another issue is appropriate gain settings, if the gain is too high it will get into a feedback loop causing a 'wag'. If it is too low it will not enact enough control which, in a heli, will cause the tail to drift, not sure how it would affect a rocket. These systems work well in heli's going 75-85 Mph, even backwards.
The other issue is vibration, the better isolated the gyro is from vibration the higher you can set it's gain. Since there are no pistons, shafts, blades, paddels, or gears which may be off balance in a rocket and considering the fact that motor thrust is along the vertical access of the rocket, not the yaw access, it may not be a huge issue.
The final consideration is that some gyros do require an input from a radio reciever, or a micrcontroller emulating the pulse train it expects to see from a reciever. Futaba makes a few flavors the GY240 has gain adjustability onboard, but no travel adjustment. The GY401 has travel and delay adjustments (usually set to 0 for a heli) on the case, but requires and external signal on the 'gain' lead to get it into heading hold mode. There are higher end models, but the features may not be too usefull on a rocket.
Is this for you? I guess that would be for you to decide, specs on these Gyro's can be found at
www.futaba-rc.com
I apologize for the long post, it's one of the few areas in this forum I can contribute usefull information to.