I cannot actually claim credit for this. My wife actually came up with this one. She's always had panic attacks and has not been able to wear masks and such as she feels like she is suffocating. I tried some of the N97 masks earlier in the mask process (before they were mandated or recommended by CDC) and I almost passed out a couple of times trying to breathe through them. Then in further research we came to the conclusion that the masks were not particularly useful against COVID anyway and the breathing problems they were causing with us were more of an issue. About that time States and the CDC started mandating them. It is interesting how they started doing that after I'd come to the conclusion I could stop wearing them.
My wife found a solution. It is a solution we still use to this day. She went out and bought paintball/airsoft masks. They actually have holes if you look close enough and they are generally hard and made out of painted metal. You can breathe great through them. If someone threw something at you it is likely you'd stop it with your face just fine. If you cough and such it does a pretty good job of keeping that from flying out. It clearly won't do anything to stop COVID yet neither do the masks they have people wearing, and the scarfs, and the double, triple, or quadruple masking.
Here are masks similar to what we wear. We've NEVER been challenged on them.
If you know the masks are largely B.S. and you don't want to be hassled and still want to be able to breathe. Something like that works great. I've worn them into numerous stores, data centers, hospitals, dentist offices, etc. No one has ever made a comment. :) They come in many different designs and some of them the holes are less noticeable than others.