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When are you established on the approach?

I’ve been doing a lot of practice approaches lately and if a procedure turn (or hold) is required, they tell me to ‘report procedure turn (hold) inbound’. Then they clear me for the approach. I think this is why:

AIM 5−4−7. Instrument Approach Procedures

b. When operating on an unpublished route or while being radar vectored, the pilot, when an approach clearance is received, must, in addition to complying with the minimum altitudes for IFR operations (14 CFR Section 91.177), maintain the last assigned altitude unless a different altitude is assigned by ATC, or until the aircraft is established on a segment of a published route or IAP. After the aircraft is so established, published altitudes apply to descent within each succeeding route or approach segment unless a different altitude is assigned by ATC. Notwithstanding this pilot responsibility, for aircraft operating on unpublished routes or while being radar vectored, ATC will, except when conducting a radar approach, issue an IFR approach clearance only after the aircraft is established on a segment of a published route or IAP, or assign an altitude to maintain until the aircraft is established on a segment of a published route or instrument approach procedure. For this purpose, the procedure turn of a published IAP must not be considered a segment of that IAP until the aircraft reaches the initial fix or navigation facility upon which the procedure turn is predicated.

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