In the US, the FCC issued GROL does not give you any operating privileges that would allow contacting a USCG helicopter. A person on the water could legally communicate with the USCG helicopter on marine frequencies, which they obviously have. You wold need a marine shore station or equivalent mobile license to do the same from land.
The FCC has, with the Report and Order adopted on August 30, 2016, and released on September 1, 2016, expanded the use of Marine radios on shore. In addition to allowing those with a Coast License to use marine radios on shore, the FCC has added the following:
§ 80.115 Operational conditions for use of associated ship units.
(a) Associated ship units may be operated under a ship station authorization. Use of an associated ship unit is restricted as follows;
1) It must only be operated on the safety and calling frequency 156.800 MHz or 156.525 MHz or on commercial or noncommercial VHF intership frequencies appropriate to the class of ship station with which it is associated.
(2)
Except for safety purposes, it must only be used to communicate with the ship station with which it is associated or with associated ship units of the same ship station. Such associated ship units may be used from shore only adjacent to the waterway (such as on a dock or beach) where the ship is located. Communications from shore must relate to the operational and business needs of the ship including the transmission of safety information, and must be limited to the minimum practicable transmission time.
(3) It must be equipped to transmit on the frequency 156.800 MHz or 156.525 MHz and at least one appropriate intership frequency.
(4) Calling must occur on the frequency 156.800 MHz or 156.525 MHz unless calling and working on an intership frequency has been prearranged.
(5) Power is limited to one watt.
(6) The station must be identified by the call sign of the ship station with which it is associated and an appropriate unit designator.