Playing well in the wind demands that you have the utmost control of your golf swing and playing into the wind is where you are tested the most.
One of the biggest problems is that the natural response to a head wind is to hit the ball harder because the head wind is limiting how far your shot can go. The problem with hitting the ball harder into the wind is often counter productive. The harder you hit the golf ball the more spin you generate.
Imagine this scenario! You have a 9 iron in your hands and you hit the ball harder to make your normal 9-iron yardage, suddenly your hitting a golf ball harder than you normally would into the wind creating more back spin. Backspin and head winds mixed together usually result in a ballooning ball flight finishing well short of your target.
Yes you can change the ball position and curtail your through swing but maybe next time simply try hitting an 8 iron and swing with ease against the breeze. As you are not generating as much back spin the ball will not balloon and now you are in more control of your ball flight and as a result your scores.