Unfortunately, not much. Your best bet is to make sure your car is parked inside. In the event your car is parked outside, you can throw a duvet cover or heavy blankets over your vehicle until the storm goes away. And if you find yourself driving when one of these storms hit, try and find covered shelter for your vehicle (i.e. a gas station, car wash bay, covered parking structure, etc).
The good news is that your comprehensive auto insurance should cover hail damage to your vehicle, so in the event your windshield or back glass gets damaged by one of our infamous hailstorms, call the pros at Jiffy Auto Glass USA at (303) 876-0999.