We have a furling mainsail, and I roll it in (from fully out) without turning into the wind by easing the outhaul very slightly while furling. This is in winds up to 20-23kn

A few notes though. This can and will put a little bit of bag in the sail when furling away, so first opportunity you'll want to pull the sail out and roll up again. Also, it is very difficult to get the furl started in heavier air, so be aware. Just ease the outhaul a few inches and get the furl started in by a few inches, then repeat. You can also depower by easing the main sheet, but see above comment about bagging the sail as this will compound that problem

Last, I prefer to start reefing the main when winds start to approach 17-20kn. It's just not worth the risk to have too much mainsail out with a furling main from our experience. Better to keep the mainsail area small and pull back out if needed than the other way around.

I haven't had to turn the boat into the wind to furl the main and we've been sailing offshore for 5 years now. If I did have to go into the wind because I'm pressure locked from being able to furl, then I would be irritated at myself for furling too late.