I take it you are sailing single handed based on the Autohelm mention. If the sails are not trimmed properly, the autohelm will not be strong enough to compensate even with the rudder hard over.
I single hand most of the time and just yesterday I was out in about 10 knots of wind. However, in the late afternoon, it started gusting to almost 20 knots true with my 150 genoa and I found my self just letting the auto sail a straight close hauled course while I sat forward and worked the traveler in and out as the gusts came and went. I was able to sail a very straight course in winds, where if they were blowing steady, I would have reefed my genoa at the least. Had I not eased out the traveler when the gusts picked up, I the boat would have easily rounded up despite the auto's best intentions. Just playing the traveler allowed the auto pilot to do its job properly.
Even when sailing in steady wind conditions at 10 knots, the sails STILL need to be balanced properly or the autopilot won't be able to hold a steady course. If the main is sheeted in too tight, you will have to much weather helm. Too far out and the genoa will pull the boat to leeward. You should practice by locking your wheel and try to just steer just by using the traveler.
Tacking and gybing with the autopilot can also be tricky when you are alone. In fact, with the big gusts yesterday, I found it hard to tack. At one point, I was getting toward the point I needed to tack when a gust hit hard. I had let the traveler out, but I still had to make the tack. Pressing the buttons to tack on the autopilot, I released the genoa sheet and got ready to take in the sheet on the other side. However, with the traveler way out, the boat did not have enough leverage to turn through the wind, despite it having decent speed. I had to turn the auto pilot back to standby, pull the wheel back over the other way, put the genoa back on the old winch and haul it in while holding the wheel with one hand to prevent the boat from going back to far down, get some speed back, pull the traveler to windward, turn the autopilot back to auto and then try the tack again!
Sometimes, the auto tack feature will under tack. Sometimes that is useful, especially if I am drag racing the boat next to me and I want to haul genoa sheet all the way in without having to use the winch handle before the wind grabs the sail. However, If I dont bear off quickly, I will end up just backwinding the genoa and find myself practically hove-to.