When your opponent starts applying a lot of pressure you need to play with a lot of width and stretch them out. The conventional advice of holding on to the ball or passing around the back will leave you open to interceptions which can be pretty dangerous. So any time an opponent starts pressuring you, start getting the ball to the wings. It may be worth setting a pre-set tactic where you have around 7 or 8 width just to prepare for a "constant press" opponent.