What alternative do Dems have to illegal rule changes?

I don't think I've read yet a discussion of what an appropriate response by the Democrats should be if the Republicans use "the nuclear option".  We're at the brink of what I assume is a huge Constitutional Crisis.  Do the Democrats appeal to the Supreme Court and claim that a vote of Congress effecting the judiciary was illegal and therefore the Court should invalidate it?  Does the Supreme Court even have jurisdiction in such a claim?

How could a Democratic Senator go on voting in the Senate knowing that their rules have been violated by the majority and just shrug their arms and ask "what can I do?"  Should the Democrats walk out prompting a national crisis?  I personally don't think that's too unreasonable a response.  To believe that the rule violations will just be limited to this one infraction is naive and a dereliction of their oath.

What's the next step for Democrats after the Republicans explode?