The tunneling conductance in the half-metal/conical magnet/superconductor (HM/CM/SC) is investigated by the use of the combined Blonder-Tinkham-Klapwijk (BTK) formalism and the Bogoliubov-de Gennes (BdG) equations. We show that the conductance calculated self-consistently differs significantly from the one calculated in the non-self-consistent framework. The use of the self-consistent procedure ensures that the charge conservation is satisfied. Due to the spin band separation in the HM, the conductance in the subgap region is mainly determined by the anomalous Andreev reflection the probability of which strongly depends on the spin transmission in the CM layer. We show that the spin of electron injected from the HM can be transmitted through the CM to the SC adiabatically or non-adiabatically depending on the period of the exchange field modulation. We find that the conductance in the subgap region oscillates as a function of the CM layer thickness wherein the oscillations transform from irregular, in the non-adiabatic regime, to regular in the adiabatic case. In the non-adiabatic regime the decrease of the exchange field amplitude in the CM leads to the emergence of the conductance peak for one particular CM thickness in agreement with experiment [J.W.A Robinson, J. D. S Witt and M. G. Blamire, Science 329, 5987]. For both transport regimes the conductance is analyzed over a broad range of parameters determining the spiral magnetization in the CM.