Not very well, apparently:
The mosquitoes’ low mass and speed – and thus low inertia – means that the raindrops are largely unaffected by the collisions. Thus, the drops don’t splash on the bugs. “The most probable impact is one that rotates the mosquito instead of pushing it vertically downward,” Hu says.
Indeed, Hu and company’s video analysis shows that, after pushing past the mosquitoes, falling drops have lost very little speed. “Consider this analogy,” Hu says: “A falling boulder hits a slowly falling human. The human, unless hit square-on, will be pushed aside quickly, and continue falling at a speed similar to pre-impact. Should the same boulder hit the earth, the boulder will break into many pieces.”