Well, this is actually a harder question than you think.
The usual way to say is "The wind was in our face," or "the wind blew in our face."
The problem is the idea of "gentle breezes" doing anyting "In our face." It sounds very hard and direct when the wind is in your face, not a lovely, warm breeze.
We stepped out ont the beach and gentle breezes cooled us.
We stepped out into the storm and the wind blew hard in our faces.
Do you see?
It's not a matter of grammar but of what association the phrase creates.
Student or Learner