I've never had one sting me from the helmet, they just wander around in there until I release them. However, last year I got yellow jackets down my jersey on two separate occasions. Luckily the stings don't bother me that much, I just grabbed it through the jersey, squished it, coasted to the side and ejected it from the shirt. Had a quarter-sized red patch on my chest for an hour or so.
Friday was bug-swarm day though. I ate a lot of the suckers.
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Work: the 8 hours that separates bike rides.