I always wear a cycling cap underneath my helmet, for sweat retention and a little sun shade for the eyes. There have been several times that I felt a tick on my helmet, followed by a crawling sensation on my cap. Obviously a disoriented wasp or bee trying to figure who to sting.
A tougher ask is how to keep nasty insects from stinging you in the groin. One lovely day I was riding in the idyllic countryside and suddenly experienced a sharp burning session in the 'nether regions'. Turns out a wasp had got trapped between the nose of my saddle and my cycling shorts. Fun ensued as I got stung multiple times.
I hopped of the bike jumping up and down, coincidentally right across from a fire station who were running a outdoor workshop for paramedics. They ran over, and concerned about my stated allergies to bee stings, they formed a tight cordon around me and asked if I could drop my cycling shorts for an inspection. This is just off a semi-busy road. I complied and after several of the group doing a check, they deemed me in no danger. Not your everyday experience.