Valhalla Helm can be stored with the porter moogle, both should be able to be send to mules.
As for which is better, it depends.
Vhelm in most cases for taking damage. One situation where the Nocturnus is useful is when I am pulling dolls for exp. they only do 15-20 damage a hit if that. 5% of that isn't much. When I absorb the damage from the hits with Nocturnus, I get back 150-200 hp.