Mine also copies over fine while connected via HDMI.
One thing I have noticed with the 'Copy to VCR/DVD' feature is that if I go back to watching TV while it copies, the sound often drops out around half-way through, and I get the picture from the recorded programme, but the sound from the current 'live' show.
However, if I leave the V+ on the 'copying' screen, the sound drop-out
never happens!