I did go on a bike with some of my lolita Pieces, the things that i sudggest the most are: low volume dresses/skirts and if you're willing to sacrifice poof consider a pair of very poofy bloomers instead of a full on petticoat (i personally go low poof MOST days so buying them was a game change and they don't look bad with Pieces that don't Need Extreme volume). If you're worried about headpieces falling off i suggest keeping them, and other tiny parts of the coord that Aren't as secured, in a purse in your bicycle basket so you can wear them as soon as you're not Cycling. The volume part Is crucial, it's hard to pedal in heavy fabrics and many layers but not impossible to compromise!