Saitama is just impervious to anything. I remember an old OLD post on the manga pages and the first half of the anime - it's like it never even touched him, he only slightly feels recoil when he's hit or gets launched by the shockwaves. If it includes psychic manipulation, probably possession or anything intangible just stops before it gets in contact.
The joke is that he can't lose. The "teleport into space away from any object" strategy might be the only thing that can even work but even then the story might find him a new way to not asphyxiate, though of course it's going to be a while until he can come back(an actual struggle in the plot more than once because it's not like he can fly). It's kinda like those videos on him versus anything - the answer is ALWAYS him, because it's the joke, you can't really find a way around it unless there's no actual fight and the character never even meets eyes with him like the space strategy.