You can do that. You should be able to create the addon domain without your domain pointing to it. And then after all your files are uploaded you just point the domain to heliohost and after about 24hrs your domain is pointing to heliohost instead of the old server. I used to have another site a few months ago that I would switch my domain name back and forth to when one was having problems, but now I'm totally heliohost.
Maybe this will help you understand the difference in a Parked domain and an Addon.
Parked:
http://bybyron.uni.cc/
http://byrondallas.heliohost.org/
Addon:
http://alpha1omega.uni.cc/
http://byrondallas.heliohost.org/alpha1omega/
http://alpha1omega.byrondallas.heliohost.org/