I was racing in Alhatra wastes when a leader missile locked on to me. I just drove inside the small tube (the one that has 2 speed pads), and decided to stop there to take cover from the missile. I guess the missile did couple of rounds above me, because I heard it the entire time and then I got bored and drove out and it hit me. It was quite funny feeling, like quickly running in rain to find a shelter and then waiting there for the rain to end. Well only it never did end in this case, hehe.
My point is here that maybe tracks could have at least one spot like this (e.g. a small tunnel where the missile wont fly), in which you can stop to take cover from the missile. It was a fun moment.
On another thought, if you end up with the leader missile doing a turn and coming in front, you can always counter it with shield. Just make a quick turn with handbrake while the shield is equipped (I imagine that would feel a bit like dropping your pants and showing your behind to the missile, i.e. awesome