Pull off in to the wind when riding in a cross wind, but it should be clarified that is the expected paceline behavior before the ride starts. Those dutch kids showed us all how it’s done, but only because they knew exactly what to do before getting on the bike.
EDIT: Cycling Tips Blog covers riding in the wind here.
Just a reminder as to how it’s done for anyone working the paceline across the weekend.
It’s really quite simple.