Whilst bare headed is the usual option, there is nothing wrong with the balmoral or glengary when worn to and from the event and assuming that the event is indoors------unless there is some very special reason( piper, religious aspects, etc..) for wearing a bonnet indoors------ then of course, the bonnet is removed when entering the building. If the weather is bad then frankly common sense trumps fashion and traditions and anything will do! An umbrella is always a good option too and particularly so, if you are accompanied by a lady.
" Rules are for the guidance of wise men and the adherence of idle minds and minor tyrants". Field Marshal Lord Slim.
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