I have been caught out in hail a number of times on tour. I have been lucky enough to have some shelter available to get under most times. When there was no shelter I just kept riding, but depending on the size of the hail that could be pretty rough. I have only been caught out with no shelter in hail that was just a bit bigger than pea sized and even that stung a bit. I guess with golf ball sized or bigger hail I'd definitely be improvising some way to cover up.