Good question..The wind really is your enemy on a SUP board..Any wind.
I have to battle it most days..and if it's too strong or the wrong direction it not worth even doing it.
If it's side wind it's the worst..and it's not so much the wind direction but the direction of the chop..so I will often go on an angle so I am either heading slightly into the chop or going with it..anything to avoid full side on.
Down wind is no problem (I sometimes think about the Seinfeld episode with the puffy shirt and smile to myself)..but a strong headwind is hard work.
You need to hit it head on if you can..A slight angle is ok if it's not too strong..Paddle, paddle, paddle...Stop for a second and you go backwards fast.
If it's too strong to paddle into and paddling your hardest and still not making ground..Kneel down.
Kneeling down cuts down your sail area..

..(and I hope you are not wearing a puffy shirt)..the only problem with kneeling is that your top hand is on the shaft, not the T handle so you don't have the blade control that you normally have..but it's the best way IMO.
It's even worth practicing this technique when the conditions are good..Just so when you need it you are better at it....It's all good fun.
BTW..We are coming up to the couple months of the year where we get very little or no wind..Around March April May..I used to hate these months when I only windsurfed.
DJ