I got a buzzy thing inside my helmet once, and whipped the helmet off as fast as I could. It flew off before any harm was done.
Ive been stung on the neck by a bee whilst cycling, and it is allI could do to stop safely in traffic.

You can get helmets with mesh over the vents, which seems to keep large insects out.

I also got struck in the eye by a bouncing acorn. I could see the acorn as it dropped from the tree, and headed straight for my glasses. Fortunately no harm done, but I now use plastic lenses.