Use glass in your skylight that is reinforced so it is specifically designed to withstand hail, if possible. Many companies advertise hail-resistant panes that are more durable than regular window glass. They are frequently coated in silicone to improve their impact resistance.
Observe weather reports so you are aware of when hail is expected. This gives you advance warning so you can be fully prepared when hail is coming.
Attach a tarp over the skylight when hail is called for to provide an additional barrier that could help prevent the glass from cracking if it gets struck by hail stones.
Remove the tarp once the storm is over.