This review provides an in-depth analysis of recent advances and strategies employed in the Pd-catalysed asymmetric allylic alkylation (Pd-AAA) of nucleophilic prochiral heterocycles. The review is divided into sections each focused on a specific family of heterocycle, where optimisation data and reaction scope have been carefully analysed in order to bring forward specific reactivity and selectivity trends. The review eventually opens on how computer-based technologies could be used to predict an ideally matched catalytic system for any given substrate. This user-guide targets chemists from all horizons interested in running a Pd-AAA reaction for the preparation of highly enantioenriched heterocyclic compounds.