Glad you're okay. I've been a bit lax about wearing my helmet lately in the cool weather (a hat is much warmer), but I'm either going to suck it up and wear the helmet, widen the straps to fit a hat underneath, or buy a snow helmet. It's not worth the risk.
I find that if I let the straps out on my helmet a bit, I can wear a
thin, wool cap under the helmet comfortably. Combine that with a neck gaiter, and you can have the cover of a balaclava with the flexibility of two pieces.
Of course, if you don't need the flexibility, balaclavas are excellent, as well.