I was gun-shy about the Catears being too hot, so I got the fuzzy helmet strap wrap instead. Found out that, even sweating lightly, the Elvis-impersonator parts were matted down to the point of being ineffective in just a couple hours.
Now if it's windy when I'm heading out (and if I remember it), I'll go with a bit of cotton ball in each ear. It seems to preferentially dampen the higher-frequency hiss of the wind, and I can still hear the road noise of tires or growl of an engine coming up behind me.