So it's possible to use a separate gyro for cameras that don't have that function. Cool! That was the question that came to my mind immediately.

Since you've been able to make it work with a phone, I presume one could use something from this page as well:

https://www.sparkfun.com/search/results?term=gyro+accelerome...

It would be neat to make a small dedicated box that you could just attach to the camera (or camera mount). Obviously you'd also need some method of logging the data, and syncing it to the video later (although from skimming the docs, it looks like the latter function is already in the software).