Nothing happens obviously, when one high energy particle penetrates flesh as cosmic rays continuously impinge on us and some have the energies of the LHC. The cosmic rays reaching us are mainly muons and the damage they do is with electromagnetic scatters/ionisations in their path.
The mean energy of muons reaching sea level is about 4 GeV. Muons, being charged particles, interact with matter by ionizing it.
The high tails of this is comparable to LHC energies, and there are one muon per square centimeter, per minute, per steradian.
At the cellular level DNA can be damaged and mutations in cells might occur. If it happens to be an ovum or a sperm then something drastic may happen to the putative embryo coming from a damaged cell. Generally living organisms have developed repair mechanisms that limit most damage from single cell/particle encounters.
Accelerator beams though with the high number of particles can be killing . This is the story of a survivor with a beam encounter. WARNING: It's pretty gruesome.