PILATUS PC12 PLT HAS A TRACK HDG DEV ON APCH TO LXV.

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LEADVILLE RPTED 4000 FT OVCST; WHICH IS 14000 FT MSL; BELOW THE MVA (AND SOME TERRAIN) IN THE AREA. OUTSIDE OF COS; I WAS ASSIGNED 17000 FT FROM FL220; I DSNDED AT 1000 FPM UNTIL TOLD TO 'INCREASE MY DSCNT RATE TO 17000 FT;' WHEN I STARTED DSNDING AT 2000 FPM. WHEN I DSNDED TO 17000 FT; I STARTED PICKING UP LIGHT RIME ICE AND SOON GOT INTO MOUNTAIN WAVE AND MODERATE TURB. I DID NOT RPT THIS TO THE CTLR. WHEN I WAS CHANGED TO THE CTLR IN THE LEADVILLE AREA; I WAS DIRECTED TO TURN 10 DEGS L FOR TFC. I ASKED FOR DIRECT DAVVY FOR THE GPS 16 APCH WHEN TFC PERMITTED. LATER I WAS TURNED 5 DEGS R; THEN I WAS CLRED DIRECT DAVVY. AT THAT POINT; I WAS SO FAR W; I HAD ABOUT A 150 DEG TURN TO MAKE IN ORDER TO COMMENCE THE GPS 16 APCH AT DAVVY. SO I FUDGED TO THE R A BIT -- I THINK 1 MI OR 2; SO I COULD MAKE THE TURN. THE CTLR ASKED ME IF I WAS GOING DIRECT DAVVY. I SAID I WAS; AND ASKED IF IT WAS OK TO GO R A LITTLE BIT SO I COULD MAKE THE TURN AT DAVVY. THE CTLR YELLED AT ME ABOUT THAT; SO I ANSWERED 'ROGER' AND TURNED TO DAVVY. I DIDN'T UNDERSTAND EVERYTHING HE SAID; BUT I FIGURED OUT HE WANTED ME PRECISELY ON COURSE. HE SAID SOMETHING ABOUT THE DENVER CORRIDOR. LATER HE CLRED ME 'DIRECT DAVVY OFFSET TO THE R.' I ANSWERED; COMPLIED; MADE THE TURN AT DAVVY; AND COMPLETED THE APCH. MODERATE TURB CONTINUED UNTIL ABOUT 12000 FT. ICING CONTINUED UNTIL LEAVING THE CLOUDS AT ABOUT 13500 FT. IN THE PAST; I HAVE ASKED 3 IFR INSTRUCTORS ABOUT TURNING ONTO AN IFR APCH AT A SHARP ANGLE. 2 WERE FULL-TIME PROFESSIONAL INSTRUCTORS. ALL 3 THOUGHT THE BEST COURSE OF ACTION WAS TO 'CHEAT A LITTLE' LIKE I DID. I GUESS THEY'RE WRONG.