You can use the TRK mode in other ways. The A320 TRK mode actually flies a ground track using the FMGC to make good the track, correcting for winds. You don't have to be tracking a radial or other course first, so scalloping isn't a factor. In fact, the A320 can't track a radial using raw data; track information is all from the FMGC. The TRK mode is very useful when flying a non-coupled non-precision approach. A coupled approach is when the flight guidance system flies the approach directly from the FMGC database. But you can also fly the approach (with or without the autopilot engaged) using raw data for reference, and steering the aircraft in TRK mode. This way, once the needle is centered on the approach, just match the TRK bug to the approach heading and the airplane corrects for wind drift all the way in, in theory keeping the needle centered. Similarly, in the TRK mode, you can descend at a constant angle (FPA mode), which also corrects for wind drift. Therefore, at the FAF, begin a descent at the appropriate angle and you'll arrive at the MAP at the MDA, in a position to go around or land with minimal further maneuvering. It's pretty slick. You also have the option to dive and drive, but if the weather isn't right at minimums, FPA is the way to go.
But, no, you don't use TRK for vectors. ATC will do all the wind correction for you, and if you try to "help", you'll just screw them up.