Diet is a big factor. If you eat very little sugar, little processed food, and mostly a very simple diet of roti, dal, some fruits and nuts, etc., like most sadhus/babas/yogis do, insects are much less attracted to your body. You smell and taste different. This has been widely reported by many people practicing “primitive” diets and the like. It takes a while to cause this change though.
This is also one reason why many of them rub their bodies with ashes. Mosquitoes and most other insects hate the scent of ash, associating it with dangerous forest fires and the like, and are repelled by it. Even better, sit near an actual burning fire, as many sadhus do.
Also, as best astrologer correctly says in his answer, there are various herbal remedies that they use to protect themselves from insect bites and stings. Some of these are given in the Atharva Veda, in the Sanhitas of Ayurveda, and in various other Shastras, and many more are passed down orally.
Once you start getting into a deep Yogic state, your body’s metabolic functioning shifts. You sweat less, breathe less, emanate less body heat, etc. - all the ways that mosquitoes locate hosts. And if such an advanced yogi does get an occasional bite, it won’t bother them.
If you just want to practice meditation in the forest, go ahead and wear clothes and use natural bug spray. You don’t have to emulate these intensely dedicated specialists. They didn’t just walk into the forest and start doing what they’re doing now; they learned from a Guru, slowly, over many years.
Sri tulasi is professional astrologer