Yes, I was trying to answer to lavinia's suggestion of actually cutting a manifold (e.g. sphere) with a knife that contains the normal vector and this way describing a geodesic. I exemplified by cutting along the 45 deg N lat circle. What I did was to squeeze a cone that contained this circle and had its vertex in the center of the sphere. If you take small Δl elements of that circle and join them with the cone's vertex, you can get lavinia's knife sticking deep inside the sphere. If you move along the circle, you can cut the sphere and see the knife always "containing" the normal.
I understood what you said: the cone's tangent planes coincide with the sphere's tangent planes, and hence the parallel transported vectors lie on a cone. If developed in a plane, the vectors shift in orientation by exactly the angle deficit, as you specified. Although very important as an example, this cannot be generalized, whereas Lavinia's "method" of "knifing" the manifold should work regardless of the surface (we cannot fit a developable surface to contain those vectors for any kind of surface, unfortunately, otherwise I'd have been satisfied with putting "cone hats" on manifolds and detect how much off a curve is from being a true geodesic).
Regards!
P.S. I am continuing this debate to provide students like I have been with a starting point before they dive into the Del operator, Christoffel symbols and other wonders that efficiently hide any geometric elegance from their users. I am extremely angry at most math professors for writing the same information in their lecture notes, books, etc. and providing students with stupid pictures of obvious things. When they start discussing tensors, curvature, bundles, geodesics, they again conjure up a sphere or a cylinder and draw the obvious. None of them tries to actually digest these things, as to explain and track their origins. I would bet my life that Riemann and Levi Civita didn't submit to swallowing up definitions and formulae, then using them to develop ground breaking mathematical devices. It simply cannot be. Have we advanced so much that we cannot stop any longer and analyze the intuitive meaning of the concepts we even develop our PhD theses on? If so, I am very much disappointed and sad. I don't have the time to re-read the whole theory, but I do believe one can understand some concepts without maneuvering all those general aspects (resuming to 3d curvature, torsion of 2d manifolds and curves). I am willing to swear that most of my University Professors were nothing more than skilled users of calculus, many of them lacking more fundamental insights on the objects they were invoking in their papers. Can it be that a TA can't provide you with answers to some questions derived from what your professor writes on the blackboard? I sincerely want people to understand such things without wasting many hours that most do not have.. also, not all students are as bright as Einstein to grasp the notions without much detailing.
Kind regards to all of you interested people.