At those AOA's the rudders are completely blanked and are worthless, but the horizontal tails (deflected differentially) produce enough yaw control to allow these 'helicopter' turns. The airspeed during these turns is typically in the 70-90 knots range, enough to allow the tails to work. Obviously, at extremely low airspeeds (less than about 40) differential throttle is the only option, and it does have some limited usefulness.