I'd try the mosquito repellent, perhaps one of the sunscreen/bug juice combinations if you're riding in the middle of the day. (Stops typing to scratch a bite...)

It could be worse; I was climbing up one long, steep, remote stretch when a deerfly started biting me on the a$$ -- right through my shorts! Naturally, as I started flailing at the thing, here come a bunch of cars to see me swatting my butt. :/