Helicopters' Vertical Take-Off and Landing (VTOL) capabilities are essential for maritime operations, especially for small-deck naval vessels. Unmanned Aerial Vehicles (UAVs) offer a cheaper, expendable, and efficient alternative for certain tasks, such as reducing pilot risk and lowering fuel consumption. While the procedures to approach and land on (moving) ships are standardized and bound to established operational limits in the case of crewed helicopters, UAVs lack such guidelines. This study investigates optimal rotary-wing UAV approach trajectories to a moving ship, for varying wind conditions and relative initial positions, and for different objectives. The goal is to provide preliminary guidelines for maritime UAV recovery operations, and a preliminary estimation of performance-based operational limits. The optimal trajectories are obtained using a global path-performance optimization framework based on Optimal Control Theory. The trajectories are compared to each other and to reference cases using the Longest Common SubSequence (LCSS) similarity measure, revealing how the unmanned helicopter adjusts its path to exploit the wind direction and profile for more efficient ground speeds. The violation of performance and/or geometric constraints is used to preliminarily indicate the presence of operational boundaries. The control effort and energy consumption are used to identify optimal starting positions for the helicopter approach phase for a given wind profile and intensity.