EQ correction as needed afterward., which includes compensating for windscreen response. You can do so by inverting the measured frequency attenuation response curve of the windscreen, but usually easiest to just make the correction by ear as needed, as the listening experience is more important than achieving an "accurate" response. Its nice when the response of a somewhat "bright" microphone ends up compensating fo rthe high-frequency attenuation of the windscreen, at least in part. In that way, if you always use the same windscreens on the same microphones, you can consider the combined microphone+windscreen response as the baseline response of the microphone system, and after using it a few times you'll get an idea of what correction if any typically needs to be made.
EQ is a powerful tool that can do much to compensate for windscreen response. It may not compensate entirely, as there may be some loss of detail due to the reduction in sensitivity.. and compensation will increase the noise floor of the recording in that region somewhat, but that noise is often buried far below the ambient noise floor in concert recordings. Sufficient wind screening + corrective EQ when needed beats having wind noise on a recording every time.