This works for me:

1) Reset the heading indicator.
(Unlike ILS and VOR approaches, NDB approaches need the HI to be
correct.)

2) Mentally transpose the ADF needle onto the HI. The HI heading
under the imaginary ADF needle arrowhead is the bearing to the NDB.

3) (As Jose said) practice on MS Flight Sim (or your favorite PC
flight simulator.) Once you've got the no-wind approach nailed,
crank in a 30-knot cross-wind from the side towards which you turn to
do the 45-degee leg of the proceure turn.
The first time I did this, I was blown to the wrong side of the final
approach course before I completed the 180-degree turn part of the
procedure turn. I got completely confused. Glad I wasn't doing this
for real gr.
The second time I tried it, the same thing happened, but it was great
to be able to hit the pause button and work out what the instruments
were telling me.
Third time I tried it, I put in enough wind correction during the
procedure turn, and flew the approach adequately.
(FlightSim is great for some things -- It'd take an awful lot of plane
time to learn what those 15 minutes on the PC taught me. However, it
can also encourage bad habits -- I realized this after analyzing why
my landings had deteriorated. I now rarely allow myself to land the
plane on FlightSim.)


As far as actually flying the approach is concerned; when I'm
procedure turn inbound and approaching the NDB (assuming the NDB is
off airport and is the final approach fix), if the imaginary head of
the needle is to the right of the required bearing, I need to turn
right.

Once I'm past the NDB, the tail of the imaginary needle flips towards
the top of the HI. If the tail of the needle is to the right of the
required bearing, I need to turn left.

Hope this helps. I'd also be interested in hearing other people's
tips

Tim.