To properly test a prototype, you would need to fly a prototype helicopter (probably with very large rotor and very powerful turbine) to 33,000 meters altitude on Earth to test equivalent atmospheric pressures. The current altitude record for helicopters is only 12,442 meters.
There's another major problem posed by Mars. 96% of the atmosphere is comprised of CO2 and there is only trace amounts of oxygen. That means not only would you have to carry fuel, but you would need to carry your own oxidizer as well which adds a lot of weight.