Is going without a helmet more aerodynamic? Is having a bare head more aerodynamic than an aero road helmet?
I did not do exhaustive literature review, but the first hit, Aerodynamics of ribbed bicycle racing helmets has wind resistance measurements for several different aero helmets with vented helmet and bare head as controls. Bare head had similar air resistance to aero helmets at low yaw angles and the lowest resistance at large angles. The paper's conclusion is that for helmets (or bare head) that do not have huge number of vents, cross sectional area has more effect than the shape of the head or helmet.
This is of course purely academic, since competition outside sanctioned events doesn't count and in official competitions (excluding special cases such as hill climb time trials) you are required to wear a helmet anyway.