I'm not bald but I do have a receding hairline. For my birthday my wife got me some wicking do-rags to wear under my helmet. I haven't yet tried one since it's still been pretty cool on my morning rides, but on my next long ride I plan to wear one and try it out. I don't know how much the sun shines through the holes in my helmet but it ought to keep my head protected and the sweat out of my face.