Most bike helmets will have sizing pads (velcro attachments) of various thicknesses. Get the large brain bucket and use pads to adjust. Some folks have nearly round heads and others are more narrow. The pads provide the proper fit.
Any decent helmet will have an adjuster at the back which will tighten the inner plastic framework up, so it will sit snug on your bonce. This will work fine for the large if you are between sizes [ie the large isn’t miles too big].
Some people like to wear a buff [or a cycling cap, if you want to look pro] under a helmet, which can also add a small bit of volume, and is also fine as long as the helmet is done up snugly.
What brand are you looking at? Most of the ones nowadays are “one size fits all”, where instead of multiple sizes of helmets and multiple thicknesses of pads, there’s a “ring fit” system where you tighten an internal band around your head.
There’s also the issue that your (I assume) sizing for a formal or fashion hat might not exactly match the helmet manufacturers’ size definitions anyway. I second the “just go to any decent bike shop and they’ll help you do it right”. You can save money on your second helmet (by buying from a place that doesn’t give help), instead of your first one.
This isn’t true for any high-quality helmets. They’re typically made in three sizes, with pads provided to fine-tune the fit. For example, this Giro helmet, the Savant, has an MSRP of $100 and comes in three shell sizes. It routinely sells for less than the MSRP, FWIW. Cite:
To the OP: if you’re legitimately between sizes on one helmet, try one from another brand. Different brands fit differently, and your primary shopping criterion should be proper fit. If you go to a decent bike shop, the people there will help you get fitted properly.
Also: the “ring fit” systems (e.g., Giro RocLoc) shouldn’t be used to fit a helmet that’s too big for the wearer. You’ll be uncomfortable and, to some degree, less safe if you buy a helmet that doesn’t quite fit.
I’ve been a serious bike racer for years, so I routinely buy helmets that retail for ~$250. (I get them on sale for about $75 less than that) The extra money basically gets you better ventilation and snazzier (non-safety-related) features. Get a helmet that comes in three shell sizes; that’s the point of diminishing returns. If you spend more than that, you’re getting snazzy features. If you spend less than that, you’re compromising on fit.
Again, your local bike shop is your friend. They help you get a helmet that fits and they’ll also help you adjust the straps, which can be nontrivial if you don’t know what you’re doing.