If you're close enough to a fireball that you're instantly incinerated, you might as well just enjoy the show. There's nothing you can do.
If you're within the zone of survivability, then there's cause to take action, and responses over seconds, minutes, and hours can make a difference. A 20--30 mile airburst gives 2--3 minutes before he
The prompt heat flash lasts several seconds. Ducking and sheltering quickly behind any shading barrier will provide protection. Infrared is no penatrating radiation. And bollides as blackbody emitters release mostly IR and visible light. Short-term flash-blindness, likely, permanent blindness ... probably not?
Blast effects lag blast by seconds to minutes. A 20--30 mi altitude bollide burst (32--48km) gives 2--3 minutes before the blast will hit.
Fragments might be another risk. Again, they'll lag considerably and arrive with fairly low terminal velocity for any likely impactor.
TL;DR: Killing effects cover several modalities and don't arrive instantaneously or simultaneously.
Totally agree on the survivability. While most ppl just immediately think 'it's a nuke/meteorite, you're just fried', even a quick look will show that the lower effects zone is at least 10x the area of the 'you're fried' zone.
So yes, just instantly closing your eyes & looking away, stepping away from the window, behind a tree or lamppost, etc. can do a lot in the first 5 seconds, then using the next 10sec that get behind something to be on the leeward side of the shockwave, and you'll be way ahead of the situation. Probably best measure is to avoid important cities.