J stroke is probably the worst of the strokes for paddling a solo in the wind.  In short, you lose too much momentum making your correction, and if you lose too much momentum, the wind wins.  That's why you found "sit and switch" or "hit n' switch" or the "Minnesota Hut" as its alternatively called to be more effective - your stroke rate is higher and therefore, you maintain momentum better.  

But that is so inelegant - crude but effective, and I will resort to that if the wind is pushing me backwards or about to.

in quiet conditions, where you are just out for a slow cruise, a J is fine - you are coasting nicely between strokes and you have plenty of time to make the J work without losing much forward momentum
(without doing ruddering - that loses even more momentum)

I use a "C" stroke about 99% of the time.  It is a little bit of bow draw (to start your bow to the paddle side a little bit, changing into a forward stroke which tends to bush the boat the other direction, and ending with a little bit of J to bring the bow back to center.  In reality it looks more like this  -   (   - on the right side, not as exagerated as the C looks, and less of a J at the end.  I find it maintains momentum better than a J, and I can keep up a higher cadence.  I use it in my river boat, my WW boat and my lake boats.    I use straight shaft paddles - i don't like bent shaft for solo boats, and I stay on on one side for a while, then switch to the opposite side for the same length of time.  The stronger the wind, the more frequently I'll switch.

most people I paddle with use sit and switch with bent shaft paddles almost exclusively, but will switch to a straight shaft for more technical sections

padddling in headwinds, forward progress is best made by keeping the bow directly into the wind - the wind has less effect that way.  I do that even on rivers, taking the wind out of play, so I don't have to contend with both wind and current.  It also helps to trim a bit bow heavy, and that includes kneeling rather than sitting.

I suggest you try the C and see if it works better for you.  

Sit and switch works best in hard tracking boats - better in a lake boat with minimal rocker than in a river boat with 2" of rocker - the better the boat tracks straight, the more strokes per side you can get before you need to switch - generally that will be 3 to 5 strokes per side.

another stroke that is useful in headwinds is a sweep stroke at the bow - depending on your trim and your boat, it may be a more effective correction than a J, though it will also cost you momentul loss, but I think it is a quicker correction than the J, and that gets you back to a forward stroke quicker - that is useful for when the wind is shoving your bow around a lot, usually when the wind is shifting direction a lot.  I use that at times, when its hard to get the bow back into the wind, then go back to my C as quick as I can - sometimes, I will exaggerate the bow draw at the start of the C if I need more of a draw



edit:  if you decide to use sit n' switch, you will be better off with a bent shaft paddle, and you will want one a few inches shorter than your straight shaft