In these cases I tend to make a game of it trying to filter up the side of traffic where I can then moving into the coned of area if I have to then moving back into the main road when there is space (weaving through the cones) when I have to if it's safe to do so.
Only had one embarasing incident when I snezzed mid manouver and clipped the side of a cone with the front wheel and sent it flying
Stopped and did the walk of shame to go pick it up and put it back up