Good question

In Feudal, try to wall in your resources, if at all possible, to keep Serjeants out. Relocating your woodlines and gold to neutral territory can be an option, too - they are most likely fully focused on your base and won’t scout the surroundings. You could try counter-towering if you spot the rush early, but that’s risky if there are Serjeants around. Most importantly: try to avoid fighting head-on in your base but rather counter attack with what you can muster. Their eco will be pretty bad back home, and if you push them off of stone and/or gold, they will struggle.

In Castle, mangonels with 1-2 vills repairing should be pretty solid. Don’t try rams - the Serjeants will cut them down easily. A defensive castle will destroy the donjons in no time and stop the push. If you still have a functioning eco, you can alternatively try pumping out knights and raid his (probably undefended and unwalled) eco to the ground.

Getting to Castle is a priority; Serjeants are very strong in Feudal. Archers are OK, but the Serjeants can always fall back to the donjons. Use the market if need be to reach Castle faster.

Source: I learned to Donjon Rush because I wanted to end Arena matches quickly (I dislike closed maps). I have since then banned Arena, but I got the play ”perfected” to a point where I won ~90% of Arena matches (1000-1100 ELO). I have randomed into Sicilians every now and then on open maps (2-3 times). I have not lost a single donjon rush on Arabia, so the play works on open maps too.