Well, it is only tricky when you are first learning you have to think about everything, just like riding a bike or skiing. :smilewink: Once you have earned how to ride a bike though, the muscle memory is established and it all becomes second nature - you don't have to think anymore.
What Cibit says below is true, you shouldn't necessarily need to adjust pedals and collective much once you have them set and dialed in for hover at a desired altitude, if you are in calm conditions. Most of your active adjustments will be with the cyclic. But in a real helicopter if there is wind you definitely would need to apply the anti-torque more actively to counteract variable impact of wind on yaw rate, rotor downdraft, etc. I am not sure how accurately the wind effects are modeled in DCS.
And of course, if you do raise or lower collective to change your height above the ground, you have to adjust anti-torque to compensate to stay pointed in the desired direction, or if you want to pivot in place while hovering.
But generally, I think one does want to practice how the three controls affect each other so you can anticipate what to do in a coordinated fashion. For example, my feet and hands are conditioned now that when I raise or lower the collective, I automatically adjust with my feet at the same time to change the anti-torque. (And if I switch from the Huey to the Gazelle, I get messed up trying to remember that the rotor is spinning the other direction and my responses have to be reversed!)
Hovering practice is actually a fun game unto itself! Just use the free flight scenario in DCS 2.0, for example, and air taxi to different points around the Nellis ramp and practice getting into, holding, and getting out of a stable hover.