I've had the same thing happen before (only in fixed wing). I was with a student and we shot a practice approach at a well know jump airport. Because of this we maintained a very close listen for the jump plane. Wouldn't you know one guy forgets/neglects to call "jumpers away" to warn me to stay the hell out of there. Right in front of me a chute opens up. After a hard bank left to miss him, I can still remember the look on his face.