Kyerganpa was the third in the line of the Shangpa one-to-one transmission. While he was practicing, he actually went to Zangdok Palri, met Padmasambhava there, and received empowerment and transmission. However, Guru Rinpoche told him to go to a ngakpa who also had the texts and transmission, and so Kyergangpa followed Guru Rinpoche's instructions, found the Ngakpa, and obtained the transmission from him, as well.
Since that time, this practice, known as the Secret Accomplishment Hayagriva, or Kyergangpa's tradition, has been an important practice for Shangpa, and also has been transmitted to other lineages-Sakya, Geluk, etc. It's in the Rinchen Terdzo. It's also in, I think, the Bumzang, and in Karma Kagyu ChikShe Kundrol.