In order to divulge classified information, there are three conditions.
1) the person(s) you are telling this info must have the appropriate clearance level for the information concerned
2) that person(s) must have a legitimate need to know that information.
3) the conversation must happen in an appropriate environment, in this case, a closed-door session would be more appropriate.

As Outbreak said.

Congress holds both open and closed meetings. If a question is asked in which the answer is classified then the witness will generally either hold off on the answer until it is raised in a closed hearing, or they might submit the answer in writing to the committee at a later date (usually within a week or two).

Generally, from what I've seen, they decline politely, explaining why, and offer a general answer to soften the declination. The one asking the question might then push for a written response, but not always.

I have a question about appropriate response to questioning and specifically questioning under oath when it involves classified material.  For persons with appropriate clearance and knowledge of Secret or Top Secret material, if you are asked under oath (court, Congress) or in an official capacity (police questioning) a question that would require revealing classified material or knowledge of classified material in an unclassified environment, what is the right thing (or least wrong thing) to do? 

Notably, the NSA director was asked under oath about classified materials in an open hearing.

I am not trying to debate the merits of that program, but rather what the expectations or laws are about protecting classified material and knowledge of it while following other laws.

Outbreak is correct. Classified information is only supposed to be transferred securely to folks with appropriate clearances.

I nearly called the FBI when the TSA wanted access to a laptop with classified information. If a police officer (which the TSA are not) wants unlawful access, firmly explain the situation but do not violently resist. Inform the FBI and/or your department/agency as appropriate immediately. If questioned by any party where you do not know the person's clearance, defer to your department or agency's counsel.

OTOH, try that with Congress and you will (and should) be jack slapped. It's one thing to press Congress to following procedures, it is another to try the "You're on the SCI list, so bugger off" approach. Lying under oath is still a crime as well. If you cannot answer appropriately, you say so.

So is the appropriate thing to say under oath in front of the cameras "I will be happy to answer that in writing" or "STFU congressman, that stuff is classified and you know it." Or something else.

Only if you wish to be defunded.  Feud is correct. They play politician, and deflect the question.

Another thing to remember is Congress members have immunity under many official circumstances. The President cannot use classification laws to shut down Congressional investigations in performance of their official duties..