I don't have an HR, but with my recorders I start on the low side so I don't have to adjust during the first song (with 24 bit, it's no problem if you peak at -12 or so anyway).
Then if I want to change levels I adjust during the first applause or dead space between songs (makes it easy in post to hide where you changed your levels). With 24 bit, aim for peaks in the -6 to -12 dB range to avoid the chance of clipping.
Perhaps someone with an HR can suggest a good starting level depending on whether you are recording acoustic or something very loud. With nothing else to go on, you could use an opening act to pick a starting level. The headliner may well be a bit louder.