Nothing happens obviously, when one high energy particle penetrates flesh [as cosmic rays][1] 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][2] 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][3] 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][4] of a survivor with a  beam encounter. WARNING: It's pretty gruesome.


  [1]: http://en.wikipedia.org/wiki/Cosmic_ray
  [2]: http://hyperphysics.phy-astr.gsu.edu/hbase/particles/muonatm.html
  [3]: http://www2.fisica.unlp.edu.ar/~veiga/experiments.html
  [4]: http://en.wikipedia.org/wiki/Anatoli_Bugorski