If someone is after you in Royal Rumble, just run for the ropes and hold Black to slide out of the ring.
You won't lose, because no one threw you over the top rope. They will go after someone else in the ring. While they are occupied, get a chair from the announcer's table.
Go to the apron, hold the D-pad towards the ring and hold White to put it in the ring. Then, slide in, get the chair and whack everyone.