You could always split them. Basically grab your workers and send them in 3 different ways. This forces your opponent to decide.
Does he focus on all his hellions of one group of your workers? This only kills 1/3 rather than all of them. Does he do a Hellion split? This is the best for you, you may even be able to kill all of his hellions before he gets any kills!
It takes a lot of practice, but keep in mind the hellion only fires in a line so if you can avoid bunching up in a line like fashion it will significantly help your chances of survival.
Find a practice partner online and spend an hour or so running from his hellions, this should help you get a feel for the movement required.
DON'T ever grab all of your workers and put them on a single mineral patch as this will cause them to bunch up in the worst possible way!
Hope this helps