When do I have to hold during an instrument procedure?
I suspect you are thinking of AIM 5-4-8 (b)(2) [page 5-4-31], which states:


  
  When a teardrop procedure turn is depicted and a course reversal is required, this type turn must be executed. 
  


If so, have a look at the Instrument Flying Handbook, page 7-31.  The teardrop procedure turn is not referring to the same thing as a teardrop entry into a hold-in-lieu-of-procedure turn, it's something different entirely.