target minion protection and out of turn action sequence

Then let's just FORCE people to declare their intention to use a 'not during an action effect' either before the first action is declared OR after the last action is resolved. If you don't OPT IN, then your chance is wasted.

Using Heidelberg before the first action isn't the only thing that is doable during the minion phase, before the first action.
Other examples: Burn Temptation counters to take control of a vampire, burn Mind Rape to take control of a vampire, ...