From this question. I am not instrument rated. The answers to the question explain, from the point of view of the plate instructions, if a PT is required or not. The OP was failed for not performing a hold.
However, I can't see why a turn or hold is required at all. If you are approaching within say 30 degrees, why would you not simply turn onto the final approach course and fly the approach (assuming that you are cleared of course)?
If you were simply cleared direct to BEJCY and cleared for the approach, then your instructor is correct and you should have completed the procedure turn as charted.
The OP was approaching from SSW from AUGIE so continuing to BEJCY puts him 21 degrees to the South. Why not just turn right onto 007?
I am assuming no ATC instructions to do anything other than the published approach.