Is helium used as a hydraulic fluid to power the grid fins? Or for engine gimbaling?
What are the pros and cons of using helium instead of hydraulic fluids?
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Helium is a gas at any reasonable temperature, so a system using helium would be pneumatic.
Pneumatic systems are less suited for exact position control than hydraulics: because gases are compressible, it's difficult to predict the piston position from a given input. In hydraulics there's an exact relationship so you have good position control, and stability under load.
It was thought, initially that the grid fins used RP1 propellant as a hydraulic fluid, when it was using an open system (The fluid is ejected after use until you run out, which they did). After a landing failure, they changed to what they call a "Closed System" where the system reuses the hydraulic fluid, but I cannot find a reference to that actually being the case.
It makes sense in an open system, as it would not need yet another working fluid in the Ground Support Equipment. In a closed system, would also make sense to switch to a proper commercial hydraulic fluid.
Helium is used to pressurize the fuel tanks, also slightly to inert the tanks since Helium won't burn.
As the fuel or oxidizer is used up, injecting helium keeps the stage from collapsing. (Imagine a plastic soda pop bottle, suck out some to drink, with a seal around the mouth and the bottle collapses. This would be considered terrible in a booster).
The landing legs are opened by pressurized helium.