If your vehicle does pitch and roll as well , one gyro will not be enough. It all depends on how accurate you need to keep the heading, how much space and power you got and how much money you are willing to spend.
If money is not an issue then you need a DTG, RLG or FOG, but be prepared to spend thousands and most of the good gyros are ITAR controlled. Sorry, but MEMS gyros are not good enough for anything but the least demanding applications.
I would argue, that it cannot be done with any degree of accuracy unless you use three gyros, sample very fast and use Euler rotation math to get the real heading (vector) of your motion. I could imagine, that the roll of your vehicle is pretty severe.