The missile animation will still "hit" you, but you should not take damage if you successfully break a lock. No having said that the double volley cluster missiles are bugged and the break only stops the 1st damage tick (of the 2, equal amounts) from doing damage.
The first one might have been a cluster double shot as it hit me in the middle of the barrel role and did not kill my scout. The second one hit me at the end of the barrel roll and it was a proton torpedo judging by the blue trail and the respawn. I have no idea how many people where tracking me either.