I was going to recommend against paying that much for the e-gyro ESC and suggest purchasing a cheaper ESC and a servo tester (which would allow you to set the gyro speed to whatever you want.) However, I just looked at your Ebay link and it looks like the ESC will only run you $28.95 now!
If you do want to go the variable speed route and don't have a spare RX channel I just used one of these type devices on my brushless gyros:
Along with a standard sensorless brushless ESC. As long as you ramp the speed up slowly the ESC should never see 30 Amps...