The Bundesliga club finished seventh last term but saw coach Thomas Tuchel and key trio Maxim Choupo-Moting, Shawn Parker and Nicolai Muller depart.
Hjulmand's tenure did not start brightly as the club crashed out of the UEFA Europa League and the DFB-Pokal at the first hurdle this season.
The Pokal exit at third-tier Chemnitzer was particularly galling and Bundesliga draws with Paderborn and Hannover have followed.
But Heidel feels the club's signings late in the transfer window - namely Jonas Hofmann, Sami Allagui and Jairo - will help reverse Mainz's fortunes.
"Everyone has forgotten that we're going through a huge upheaval," Heidel told the Bundesliga's official website.
"The timing of Nicolai Muller's departure to Hamburger SV was pretty tough for us. We had to put all our feelers out to find a wide player.
"[But] we've wanted Hofmann since before he even broke onto the scene with Borussia Dortmund.
"His style of play fits perfectly with ours. We've also had our eyes on Jairo for a while, who was excellent as Sevilla FC won the Europa League last season.
"He's quick, can play on both flanks, and is technically and tactically good."
Mainz travel to Hertha Berlin on Saturday.